Pages that link to "Item:Q1984560"

The following pages link to Solution of option pricing equations using orthogonal polynomial expansion. (Q1984560):

Displaying 3 items.

• The Heston stochastic volatility model has a boundary trace at zero volatility (Q2680218) (← links)
• Monotone methods in counterparty risk models with nonlinear Black-Scholes-type equations (Q6055837) (← links)
• (Q6119093) (← links)