A spectral element approximation to price European options. II. the Black-Scholes model with two underlying assets (Q618451)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A spectral element approximation to price European options. II. the Black-Scholes model with two underlying assets |
scientific article |
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
