A remark on a singular perturbation method for option pricing under a stochastic volatility model (Q1044240)
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scientific article; zbMATH DE number 5645716
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| English | A remark on a singular perturbation method for option pricing under a stochastic volatility model |
scientific article; zbMATH DE number 5645716 |
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A remark on a singular perturbation method for option pricing under a stochastic volatility model (English)
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11 December 2009
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approximation accuracy
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option pricing
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partial differential equation
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singular perturbation
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stochastic volatility
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0.8909125328063965
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0.8490837216377258
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0.8170925378799438
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0.8107572793960571
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