A class of European option pricing models under non-smoothness conditions (Q3170697)
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scientific article; zbMATH DE number 5951403
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A class of European option pricing models under non-smoothness conditions |
scientific article; zbMATH DE number 5951403 |
Statements
29 September 2011
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backward partial differential equation
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stochastic volatility
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European options
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singular perturbation
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0.795680582523346
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0.7929379940032959
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0.7897366881370544
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0.7849979400634766
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0.783530056476593
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