Homotopy analysis method for option pricing under stochastic volatility
type: Item
instance of: scholarly article
title: Homotopy analysis method for option pricing under stochastic volatility
zbMATH Open document ID: 1216.91034
author: Sang-Hyeon Park
author: Jeong-Hoon Kim
published in: Applied Mathematics Letters
publication date: 2011-07-11T00:00:00Z
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 91G80
zbMATH DE Number: 5919250
zbMATH Keywords: homotopy analysis method
zbMATH Keywords: option pricing
zbMATH Keywords: stochastic volatility
MaRDI profile type: Publication
full work available at URL: j.aml.2011.04.034
OpenAlex ID: W1986830136
cites work: The pricing of options and corporate liabilities
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cites work: Asymptotic option pricing under the CEV diffusion
DOI: 10.1016/J.AML.2011.04.034
description: scientific article; zbMATH DE number 5919250