Adaptive wavelet method for the Black-Scholes equation of European options
Date
2016
Authors
Journal Title
Journal ISSN
Volume Title
Publisher
TECHNICAL UNIVERSITY LIBEREC, STUDENTSKA 2, LIBEREC, 00000, CZECH REPUBLIC
Abstract
Description
Subject(s)
Black-Scholes model, European option, wavelets, adaptive method
Citation
Item identifier
ISSN
ISBN
978-80-7494-296-9