BENCHOP -- the benchmarking project in option pricing (Q2804496)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: BENCHOP -- the benchmarking project in option pricing |
scientific article; zbMATH DE number 6575425
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | BENCHOP -- the benchmarking project in option pricing |
scientific article; zbMATH DE number 6575425 |
Statements
BENCHOP – The BENCHmarking project in option pricing (English)
0 references
29 April 2016
0 references
option pricing
0 references
numerical methods
0 references
benchmark problem
0 references
Monte Carlo method
0 references
Fourier method
0 references
finite difference method
0 references
radial basis function
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.8785744905471802
0 references
