Numerical Solution of Fokker-Planck Equation by Variational Approach � an Application to Pricing Barrier Options
Year: 2024
Type: article
Source: Wilmott
DOI: 10.54946/wilm.12077
Author: S Stoykov
Language: English
Subfield: Finance
Domain: Social Sciences
Open Access status: closed
OpenAlex ID: W4402498724