Work

An efficient numerical approach for solving three‐dimensional Black‐Scholes equation with stochastic volatility

Year: 2024

Type: article

Source: Mathematical Methods in the Applied Sciences

DOI: 10.1002/mma.10576

Author: Eric Ngondiep

Institutions: Imam Mohammad ibn Saud Islamic University, Institut de Recherches Géologiques et Minières

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4404128033

FWCI: 2.879

Cites: 50

Cited by: 8

Related to: 10