A fitted finite volume method for the valuation of options on assets with stochastic volatilities (Q2494013)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A fitted finite volume method for the valuation of options on assets with stochastic volatilities |
scientific article |
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A fitted finite volume method for the valuation of options on assets with stochastic volatilities (English)
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16 June 2006
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Black-Scholes equation
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option pricing
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finite volume method
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stochastic volatility
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