A distributed algorithm for European options with nonlinear volatility (Q2485516)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A distributed algorithm for European options with nonlinear volatility |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A distributed algorithm for European options with nonlinear volatility |
scientific article |
Statements
A distributed algorithm for European options with nonlinear volatility (English)
0 references
5 August 2005
0 references
Option pricing
0 references
Black-Scholes equation
0 references
Finite-difference schemes
0 references
Nonlinear volatility
0 references
