An Eulerian-Lagrangian method for option pricing in finance (Q3428897)
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scientific article; zbMATH DE number 5138927
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | An Eulerian-Lagrangian method for option pricing in finance |
scientific article; zbMATH DE number 5138927 |
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An Eulerian-Lagrangian method for option pricing in finance (English)
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30 March 2007
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option pricing
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Black-Scholes equations
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Eulerian-Lagrangian methods
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efficient simulation of option pricing
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0.8055915236473083
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0.7980942726135254
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0.7948193550109863
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0.7939799427986145
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0.7863259315490723
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