High order discretization schemes for stochastic volatility models (Q6215028)
From MaRDI portal
scientific article; zbMATH DE number 900100858
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | High order discretization schemes for stochastic volatility models |
scientific article; zbMATH DE number 900100858 |
Statements
13 August 2009
0 references
math.PR
0 references
q-fin.CP
0 references
