Stochastic analysis and invariant subspace method for handling option pricing with numerical simulation (Q5076656)
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scientific article; zbMATH DE number 7527953
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic analysis and invariant subspace method for handling option pricing with numerical simulation |
scientific article; zbMATH DE number 7527953 |
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17 May 2022
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option pricing
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Markov chain
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geometric Brownian motion
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finite difference method
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Stochastic analysis and invariant subspace method for handling option pricing with numerical simulation (English)
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