Option Pricing Under GARCH Processes Using PDE Methods (Q3098308)

From MaRDI portal
Revision as of 01:45, 12 February 2024 by RedirectionBot (talk | contribs) (‎Removed claim: author (P16): Item:Q257088)
scientific article
Language Label Description Also known as
English
Option Pricing Under GARCH Processes Using PDE Methods
scientific article

    Statements

    Option Pricing Under GARCH Processes Using PDE Methods (English)
    0 references
    0 references
    17 November 2011
    0 references
    asset pricing
    0 references
    algorithms
    0 references
    stochastic
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references