The Black and Scholes equation with stochastic volatility. Variational methods (Q2741012)
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scientific article; zbMATH DE number 1642239
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Black and Scholes equation with stochastic volatility. Variational methods |
scientific article; zbMATH DE number 1642239 |
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The Black and Scholes equation with stochastic volatility. Variational methods (English)
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9 September 2001
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finance
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variational analysis
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numerical simulations
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Black and Scholes equation
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stochastic volatility
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