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

Guardado en:

書目詳細資料
發表在:	Numerical Algorithms vol. 98, no. 1 (Jan 2025), p. 287
出版:	Springer Nature B.V.
主題:	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
在線閱讀:	Citation/Abstract Full Text Full Text - PDF
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!

成為第一個發表評論!