scientific article; zbMATH DE number 2160558
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Publication:4670542
zbMath1067.35135MaRDI QIDQ4670542
Publication date: 22 April 2005
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
finite volume methodstochastic volatilityoption pricingstochastic differential equation of diffusive type
Numerical methods (including Monte Carlo methods) (91G60) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) PDEs with randomness, stochastic partial differential equations (35R60) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91)
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