Multilayer heat equations: application to finance (Q2170292)
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scientific article; zbMATH DE number 7578221
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Multilayer heat equations: application to finance |
scientific article; zbMATH DE number 7578221 |
Statements
Multilayer heat equations: application to finance (English)
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30 August 2022
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barrier options
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American options
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time-dependent models
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time-dependent boundaries
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semi-analytical solution
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one-factor models
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0.757402241230011
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0.7298800945281982
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0.7279772162437439
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0.7264770865440369
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0.7181246876716614
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