Partial differential equation pricing of contingent claims under stochastic correlation (Q4600012)
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scientific article; zbMATH DE number 6822621
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| default for all languages | No label defined |
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| English | Partial differential equation pricing of contingent claims under stochastic correlation |
scientific article; zbMATH DE number 6822621 |
Statements
Partial Differential Equation Pricing of Contingent Claims under Stochastic Correlation (English)
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5 January 2018
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stochastic correlation
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option pricing
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numerical solution
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asymptotic solution
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partial differential equation
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0.7660343050956726
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0.7511898279190063
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0.7492069005966187
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0.7472494840621948
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0.7396035194396973
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