Option Pricing Under GARCH Processes Using PDE Methods (Q3098308)

From MaRDI portal
Revision as of 14:42, 30 August 2023 by Importer (talk | contribs) (‎Created a new Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
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
    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