OpenAlex | A Fitted Finite Volume Method for the Valuation of Options on Assets with Stochastic Volatilities

A Fitted Finite Volume Method for the Valuation of Options on Assets with Stochastic Volatilities

Work

Year: 2006

Type: article

Source: Computing

Authors Cunxin Huang, Chien-Chia Hung, Song Wang

Institutions National Sun Yat-sen University, The University of Western Australia

Cites: 18

Cited by: 36

Related to: 10

FWCI: 1.541

Citation percentile (by year/subfield): 92.78

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed