Finite Difference Schemes for Option Pricing under Stochastic Volatility and Lévy Processes: Numerical Analysis and Computing
[EN] In the stock markets, the process of estimating a fair price for a stock, option or commodity is consider the corner stone for this trade. There are several attempts to obtain a suitable mathematical model in order to enhance the estimation process for evaluating the options for short or long...
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| Format: | Doctoral Thesis |
| Language: | English |
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Universitat Politècnica de València
2015
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| Online Access: | http://hdl.handle.net/10251/53917 |