Option Pricing Under GARCH Processes Using PDE Methods (Q3098308)
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scientific article; zbMATH DE number 5973548
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Option Pricing Under GARCH Processes Using PDE Methods |
scientific article; zbMATH DE number 5973548 |
Statements
Option Pricing Under GARCH Processes Using PDE Methods (English)
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17 November 2011
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asset pricing
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algorithms
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stochastic
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0.9250804
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0.92351633
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0.92057973
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0.9187933
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0.9108685
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0.90860194
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0.90796983
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