"A partial differential equation connected to option pricing with ..."

Yves Achdou, Bruno Franchi, Nicoletta Tchou (2005)

> Home

Details and statistics

DOI: 10.1090/S0025-5718-04-01714-4

access: open

type: Journal Article

metadata version: 2023-08-28

- view
  - electronic edition via DOI (open access)
  authority control:
- export record
  dblp key:
  - journals/moc/AchdouFT05
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/moc/AchdouFT05
Yves Achdou, Bruno Franchi, Nicoletta Tchou:
A partial differential equation connected to option pricing with stochastic volatility: Regularity results and discretization. Math. Comput. 74(251): 1291-1322 (2005)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.