Pricing analysis of Delibao-related financial product (Q5320153)
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scientific article; zbMATH DE number 5584554
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| English | Pricing analysis of Delibao-related financial product |
scientific article; zbMATH DE number 5584554 |
Statements
22 July 2009
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financial product
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Hamilton-Jacobi-Bellman equation
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uniqueness
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convexity
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numerical analysis
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0.8295462131500244
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0.7557558417320251
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0.7442412972450256
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0.7151068449020386
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0.7123473286628723
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