Operator splitting methods for pricing American options under stochastic volatility (Q841111)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Operator splitting methods for pricing American options under stochastic volatility |
scientific article; zbMATH DE number 5603865
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Operator splitting methods for pricing American options under stochastic volatility |
scientific article; zbMATH DE number 5603865 |
Statements
Operator splitting methods for pricing American options under stochastic volatility (English)
0 references
14 September 2009
0 references
0 references
0 references
0 references
0.95691645
0 references
0.95285404
0 references
0.92914957
0 references
0.9243982
0 references
0.92386425
0 references
0.9159181
0 references
0.9141791
0 references
0.90987986
0 references
