Implicit-explicit scheme combined with wavelets for pricing European options

Date
2018
Authors
Journal Title
Journal ISSN
Volume Title
Publisher
UNIV HRADEC KRALOVE
Abstract
Description
Subject(s)
Black-Scholes equation, European option, wavelets, implicit-explicit time discretization
Citation
Item identifier
https://dspace.tul.cz/handle/15240/155684
ISSN
ISBN
978-80-7435-678-0
Collections