Partial Differential Equation Pricing of Contingent Claims under Stochastic Correlation (Q4600012)
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scientific article; zbMATH DE number 6822621
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Partial Differential Equation Pricing of Contingent Claims under Stochastic Correlation |
scientific article; zbMATH DE number 6822621 |
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Partial Differential Equation Pricing of Contingent Claims under Stochastic Correlation (English)
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5 January 2018
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stochastic correlation
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option pricing
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numerical solution
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asymptotic solution
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partial differential equation
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