On a semi-spectral method for pricing an option on a mean-reverting asset (Q4646794)
From MaRDI portal
scientific article; zbMATH DE number 7001538
Language | Label | Description | Also known as |
---|---|---|---|
English | On a semi-spectral method for pricing an option on a mean-reverting asset |
scientific article; zbMATH DE number 7001538 |
Statements
On a semi-spectral method for pricing an option on a mean-reverting asset (English)
0 references
14 January 2019
0 references
option pricing
0 references
semi-spectral method
0 references
0 references