Stochastic volatility and correlated interest rates : American pricing compound options
收藏数据链接：
官方服务：
资源简介：
We explore several explicit and alternating-direction implicit (ADI) finite difference methods for pricing compound options with early exercise opportunities. Stock prices, stock price volatilities, and interest rates are assumed to follow correlated stochastic processes.
创建时间：
2024-07-17
