A finite element approach to the pricing of discrete lookbacks with stochastic volatility

DOI10.1080/135048699334564zbMath1009.91030OpenAlexW2076984845MaRDI QIDQ4541570

Could not fetch data.

Publication date: 4 September 2002

Published in: (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/135048699334564

zbMATH Keywords

Could not fetch data.

Mathematics Subject Classification ID

Could not fetch data.