Homotopy analysis method for option pricing under stochastic volatility (Q550482)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Homotopy analysis method for option pricing under stochastic volatility |
scientific article; zbMATH DE number 5919250
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Homotopy analysis method for option pricing under stochastic volatility |
scientific article; zbMATH DE number 5919250 |
Statements
Homotopy analysis method for option pricing under stochastic volatility (English)
0 references
11 July 2011
0 references
homotopy analysis method
0 references
option pricing
0 references
stochastic volatility
0 references
0 references
0 references