A characteristics-finite differences method for the Hobson-Rogers uncertain volatility model

  1. González-Gaspar, A.
  2. Vázquez, C.
Journal:
Mathematical and Computer Modelling

ISSN: 0895-7177

Year of publication: 2010

Volume: 52

Issue: 1-2

Pages: 260-267

Type: Article

DOI: 10.1016/J.MCM.2010.02.023 GOOGLE SCHOLAR lock_openOpen access editor
Data source: Scopus