Adaptive finite element methods for local volatility European option pricing
Year of publication: |
2004
|
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Authors: | Ern, Alexandre ; Villeneuve, Stéphane ; Zanette, Antonino |
Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 7.2004, 6, p. 659-684
|
Subject: | Black-Scholes-Modell | Black-Scholes model | Optionsgeschäft | Option trading | Volatilität | Volatility | Numerisches Verfahren | Numerical analysis |
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