Convergence of a fitted finite volume method for pricing two dimensional assets with stochastic volatilities (Q6102949)
From MaRDI portal
scientific article; zbMATH DE number 7701034
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence of a fitted finite volume method for pricing two dimensional assets with stochastic volatilities |
scientific article; zbMATH DE number 7701034 |
Statements
Convergence of a fitted finite volume method for pricing two dimensional assets with stochastic volatilities (English)
0 references
26 June 2023
0 references
stochastic volatility
0 references
Black-Scholes equation
0 references
fitted finite volume method
0 references
finite element method
0 references
stability and convergence
0 references
0 references
0 references
0 references
0 references
0 references
0 references
