Stochastic Runge Kutta methods with the constant elasticity...

International Journal of Mathematical Analysis 2014 Vol. 8

Stochastic Runge Kutta methods with the constant elasticity of variance (CEV) diffusion model for pricing option

Aboulaich, Rajae, Jraifi, Abdelilah, Medarhri, Ibtissam
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Volume:
8
Year:
2014
Language:
english
Journal:
International Journal of Mathematical Analysis
DOI:
10.12988/ijma.2014.4381
File:
PDF, 92 KB
english, 2014
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