A master equation approach to option pricing (Q1855544)
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scientific article; zbMATH DE number 1864912
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A master equation approach to option pricing |
scientific article; zbMATH DE number 1864912 |
Statements
A master equation approach to option pricing (English)
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5 February 2003
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Black-Scholes equation
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mesoscopic stochastic variable
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numerical efficiency
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0.761232852935791
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0.750011146068573
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0.749319314956665
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0.7450808882713318
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