An efficient algorithm to solve the geometric Asian power option price PDE under the stochastic volatility model

Salvato in:

Dettagli Bibliografici
Pubblicato in:	Numerical Algorithms vol. 98, no. 1 (Jan 2025), p. 287
Pubblicazione:	Springer Nature B.V.
Soggetti:	Accuracy Computers Hedging Partial differential equations Mathematical analysis Brownian motion Numerical analysis Boundary conditions Exact solutions Approximation Stochastic models Algorithms Methods Numerical methods Put & call options
Accesso online:	Citation/Abstract Full Text Full Text - PDF
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

Lascia un commento!