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Q5389733 - MaRDI portal

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scientific article; zbMATH DE number 6026963
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English
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scientific article; zbMATH DE number 6026963

    Statements

    author
    Petr Dostal
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    Josef Stepan
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    publication date
    23 April 2012
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    zbMATH Keywords
    stochastic differential equation
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    stochastic volatility
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    price
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    European call option
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    Monte Carlo approximation
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    cites work
    Q4269108
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    Q2774021
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    Q4508926
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    Q5389732
    0 references

    Identifiers

    Mathematics Subject Classification ID
    60H10
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    65C30
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    91G80
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    zbMATH DE Number
    6026963
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