On a semi-spectral method for pricing an option on a mean-reverting asset (Q4646794)
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scientific article; zbMATH DE number 7001538
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On a semi-spectral method for pricing an option on a mean-reverting asset |
scientific article; zbMATH DE number 7001538 |
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On a semi-spectral method for pricing an option on a mean-reverting asset (English)
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14 January 2019
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option pricing
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semi-spectral method
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