Partial Differential Equation Pricing of Contingent Claims under Stochastic Correlation
Chun-Ho Leung, Nat, Christara, Christina C., Dang, Duy-MinhТом:
40
Мова:
english
Журнал:
SIAM Journal on Scientific Computing
DOI:
10.1137/16M1099017
Date:
January, 2018
Файл:
PDF, 377 KB
english, 2018