Numerical solution for option pricing with stochastic volatility model
Mariani, Andi, Nugrahani, Endar H, Lesmana, Donny CVolume:
31
Language:
english
Journal:
IOP Conference Series: Earth and Environmental Science
DOI:
10.1088/1755-1315/31/1/012024
Date:
January, 2016
File:
PDF, 1.35 MB
english, 2016