Numerical methods applied to option pricing models with transaction costs and stochastic volatility (Q4619506)
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scientific article; zbMATH DE number 7013627
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical methods applied to option pricing models with transaction costs and stochastic volatility |
scientific article; zbMATH DE number 7013627 |
Statements
Numerical methods applied to option pricing models with transaction costs and stochastic volatility (English)
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6 February 2019
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numerical algorithms
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nonlinear partial differential equations
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option pricing
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