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Journal description
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Details for article 27 of 27 found articles
| Title: |
Valuation of European call options for the Scott’s stochastic volatility model: An explicit finite difference scheme |
| Author: |
Marín-Sánchez, Freddy H. Barrera, Alejandro Pinilla Zambrano, Cristhian Montoya Hurtado, Santiago Medina |
| Appeared in: |
Mathematics and computers in simulation |
| Paging: | Volume 236 () nr. C pages 411-425 |
| Year: |
2025 |
| Contents: | |
| Publisher: |
International Association for Mathematics and Computers in Simulation (IMACS) |
| Source file: |
Elektronische Wetenschappelijke Tijdschriften |
Details for article 27 of 27 found articles
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