Finite difference and element methods for pricing options with stochastic volatility (Q3428199)
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scientific article; zbMATH DE number 5137046
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| default for all languages | No label defined |
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| English | Finite difference and element methods for pricing options with stochastic volatility |
scientific article; zbMATH DE number 5137046 |
Statements
27 March 2007
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option pricing
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stochastic volatility
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PDEs
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0.7948128581047058
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0.7710298299789429
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0.7689363956451416
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0.766262948513031
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