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scientific article; zbMATH DE number 6398936 - MaRDI portal

scientific article; zbMATH DE number 6398936

From MaRDI portal
Publication:5173047

zbMath1339.60092MaRDI QIDQ5173047

No author found.

Publication date: 6 February 2015

Full work available at URL: http://www.ceser.in/ceserp/index.php/ijms/article/view/3085

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

finite element methodLévy processesstochastic volatilityvariational formulationMonte Carlo methodEuler schemejump-diffusion model


Mathematics Subject Classification ID

Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).


Related Items (1)

Isogeometric analysis in option pricing




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