Predictor-corrector balance method for the worst-case 1D option pricing (Q901423)
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scientific article; zbMATH DE number 6528835
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Predictor-corrector balance method for the worst-case 1D option pricing |
scientific article; zbMATH DE number 6528835 |
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Predictor-corrector balance method for the worst-case 1D option pricing (English)
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12 January 2016
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option pricing
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uncertain parameters
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balance method
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predictor-corrector time stepping
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0.8693626
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0.8650831
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0.8630152
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0.85659534
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0.8467972
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0.84519744
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0.8341264
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