The forward Kolmogorov equation for two dimensional options (Q2518232)
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scientific article; zbMATH DE number 5492691
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | The forward Kolmogorov equation for two dimensional options |
scientific article; zbMATH DE number 5492691 |
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The forward Kolmogorov equation for two dimensional options (English)
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15 January 2009
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Kolmogorov equation
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financial mathematics
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option pricing
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finite element methods
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0.7940000295639038
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0.7905871868133545
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0.7669135928153992
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0.765762209892273
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0.7647264003753662
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