BSM model for ML-payoff function through PDTM (Q5213031)
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scientific article; zbMATH DE number 7161075
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | BSM model for ML-payoff function through PDTM |
scientific article; zbMATH DE number 7161075 |
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BSM model for ML-payoff function through PDTM (English)
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31 January 2020
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BSM option pricing formulas
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projected differential transform method
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ML-payoff functions
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plain vanilla options
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