Convergence rates of the numerical methods for the delayed PDEs from option pricing under regime switching hard-to-borrow models (Q5031165)
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scientific article; zbMATH DE number 7476504
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| English | Convergence rates of the numerical methods for the delayed PDEs from option pricing under regime switching hard-to-borrow models |
scientific article; zbMATH DE number 7476504 |
Statements
Convergence rates of the numerical methods for the delayed PDEs from option pricing under regime switching hard-to-borrow models (English)
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18 February 2022
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PDEs with delays
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option pricing
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hard-to-borrow stock models
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regime switching models
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finite difference methods
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convergence rates
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0.8460397124290466
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0.7988301515579224
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0.7530890107154846
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0.7396684288978577
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