A computational scheme for uncertain volatility model in option pricing (Q1030664)
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scientific article; zbMATH DE number 5574496
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | A computational scheme for uncertain volatility model in option pricing |
scientific article; zbMATH DE number 5574496 |
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A computational scheme for uncertain volatility model in option pricing (English)
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2 July 2009
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uncertain volatility model
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option pricing
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finite volume method
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nonlinear partial differential equation
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viscosity solution
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0.9438357
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0.92360485
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0.9189031
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0.9094145
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0.9084061
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0.9058852
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0.90395343
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