Pricing European call options with interval-valued volatility and interest rate (Q6585537)
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: Pricing European call options with interval-valued volatility and interest rate |
scientific article; zbMATH DE number 7894925
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing European call options with interval-valued volatility and interest rate |
scientific article; zbMATH DE number 7894925 |
Statements
Pricing European call options with interval-valued volatility and interest rate (English)
0 references
12 August 2024
0 references
interval optimization
0 references
partial-differential inequality constrained optimization
0 references
European call option valuation under uncertainties
0 references
variational inequality
0 references
interior penalty method
0 references
finite differences
0 references
0 references
0 references
0 references
0 references
0 references
