Time-Adaptive High-Order Compact Finite Difference Schemes for Option Pricing in a Family of Stochastic Volatility Models (Q6048675)
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scientific article; zbMATH DE number 7737856
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time-Adaptive High-Order Compact Finite Difference Schemes for Option Pricing in a Family of Stochastic Volatility Models |
scientific article; zbMATH DE number 7737856 |
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Time-Adaptive High-Order Compact Finite Difference Schemes for Option Pricing in a Family of Stochastic Volatility Models (English)
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15 September 2023
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