General approximation schemes for option prices in stochastic volatility models (Q2869978)
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scientific article; zbMATH DE number 6247162
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| English | General approximation schemes for option prices in stochastic volatility models |
scientific article; zbMATH DE number 6247162 |
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General approximation schemes for option prices in stochastic volatility models (English)
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17 January 2014
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stochastic volatility
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option pricing
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stochastic applications
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0.8285826444625854
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0.8176997900009155
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0.8146708011627197
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0.8117265701293945
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