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Time-adaptive high-order compact finite difference schemes for option pricing in a family of stochastic volatility models

Fuente: arXiv

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Dettagli Bibliografici
Autori principali:	Düring, Bertram, Heuer, Christof
Natura:	Preprint
Pubblicazione:	2021
Soggetti:	Computational Finance Numerical Analysis 65M06, 65M50, 91G60
Accesso online:	Acceder al recurso
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

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