A computational scheme for uncertain volatility model in option pricing (Q1030664)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A computational scheme for uncertain volatility model in option pricing |
scientific article |
Statements
A computational scheme for uncertain volatility model in option pricing (English)
0 references
2 July 2009
0 references
uncertain volatility model
0 references
option pricing
0 references
finite volume method
0 references
nonlinear partial differential equation
0 references
viscosity solution
0 references
0 references
0 references
0 references
0 references
0 references
0 references
