Partial derivative approach for option pricing in a simple stochastic volatility model

European Physical Journal B

Volumn 42, Issue 1, 2004, Pages 141-153

  Montero, M ^a  

^a UNIVERSITY OF BARCELONA   (Spain)

Author keywords

[No Author keywords available]

Indexed keywords

COMPUTER SIMULATION; INDUSTRIAL ECONOMICS; LAPLACE TRANSFORMS; MARKETING; MATHEMATICAL MODELS; MONTE CARLO METHODS; PARTIAL DIFFERENTIAL EQUATIONS;

APPLICATIONS OF MONTE CARLO METHODS; BUSINESS AND MANAGEMENT; ECONOPHYSICS; FINANCIAL MARKETS;

RANDOM PROCESSES;

EID: 10644239273     PISSN: 14346028     EISSN: None     Source Type: Journal    
DOI: 10.1140/epjb/e2004-00366-7     Document Type: Article

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