A fourth-order smoothing scheme for pricing barrier options under stochastic volatility (Q3636740)
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scientific article; zbMATH DE number 5571414
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| English | A fourth-order smoothing scheme for pricing barrier options under stochastic volatility |
scientific article; zbMATH DE number 5571414 |
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A fourth-order smoothing scheme for pricing barrier options under stochastic volatility (English)
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29 June 2009
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0.8493188619613647
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0.7525877356529236
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0.7478107213973999
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0.738715648651123
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