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Fractional Step Method for Wavelet Based Solution of Black-Scholes Equation
Fractional Step Method for Wavelet Based Solution of Black-Scholes Equation
Date
2017
Authors
Finěk Václav
Journal Title
Journal ISSN
Volume Title
Publisher
AMER INST PHYSICS
Abstract
Description
Subject(s)
options
,
Black-Scholes equations
,
splitting
,
spline-wavelets
Citation
Item identifier
https://dspace.tul.cz/handle/15240/31667
https://doi.org/10.1063/1.4968453
ISSN
0094-243X
ISBN
9780735414532
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