Predictor-corrector balance method for the worst-case 1D option pricing (Q901423)
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 6528835
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Predictor-corrector balance method for the worst-case 1D option pricing |
scientific article; zbMATH DE number 6528835 |
Statements
Predictor-corrector balance method for the worst-case 1D option pricing (English)
0 references
12 January 2016
0 references
option pricing
0 references
uncertain parameters
0 references
balance method
0 references
predictor-corrector time stepping
0 references
0.8731064
0 references
0.8693626
0 references
0.8650831
0 references
0.8630152
0 references
0.85659534
0 references
0.8467972
0 references
0.84519744
0 references
0.8341264
0 references
