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A Spectral Element Approximation to Price European Options. II. The Black-Scholes Model with Two Underlying Assets.

Wuming ZhuDavid A. Kopriva
Published in: J. Sci. Comput. (2009)
Keyphrases
  • black scholes model
  • option pricing
  • black scholes
  • financial markets
  • stock price
  • decision analysis
  • neural network
  • multi objective
  • stock market