PRICING EUROPEAN AND AMERICAN OPTIONS IN THE HESTON MODEL WITH ACCELERATED EXPLICIT FINITE DIFFERENCING METHODS (Q2841332)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | PRICING EUROPEAN AND AMERICAN OPTIONS IN THE HESTON MODEL WITH ACCELERATED EXPLICIT FINITE DIFFERENCING METHODS |
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PRICING EUROPEAN AND AMERICAN OPTIONS IN THE HESTON MODEL WITH ACCELERATED EXPLICIT FINITE DIFFERENCING METHODS (English)
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24 July 2013
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option pricing
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stochastic volatility
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finite difference methods
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diffusive processes
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nearly symmetric operators
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Courant-Friedrichs-Lewy condition
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