Numerical Solution of the Black-Scholes Equation Using Cubic Spline Wavelets
Date
2016
Authors
Journal Title
Journal ISSN
Volume Title
Publisher
American Institute of Physics
Abstract
Description
Subject(s)
adaptive wavelet method, cubic spline wavelet, Black-Scholes equation
Citation
ISSN
0094-243X
ISBN
978-0-7354-1453-2