A spectral element approximation to price European options. II. the Black-Scholes model with two underlying assets (Q618451)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5837407
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A spectral element approximation to price European options. II. the Black-Scholes model with two underlying assets |
scientific article; zbMATH DE number 5837407 |
Statements
A spectral element approximation to price European options. II. the Black-Scholes model with two underlying assets (English)
0 references
16 January 2011
0 references
spectral element
0 references
Black-Scholes
0 references
multiple asset options
0 references
0 references
0.8776769638061523
0 references
0.8750569224357605
0 references
0.8324805498123169
0 references
0.8106128573417664
0 references
