Essentially High-Order Compact Schemes with Application to Stochastic Volatility Models on Non-Uniform Grids (Q4626510)
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scientific article; zbMATH DE number 7030707
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Essentially High-Order Compact Schemes with Application to Stochastic Volatility Models on Non-Uniform Grids |
scientific article; zbMATH DE number 7030707 |
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Essentially High-Order Compact Schemes with Application to Stochastic Volatility Models on Non-Uniform Grids (English)
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28 February 2019
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high-order compact schemes
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stochastic volatility models
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option pricing PDE
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