Convergence of Crank-Nicolson scheme combined with wavelet discretization for the Black-Scholes equation

Date
2018
Authors
Journal Title
Journal ISSN
Volume Title
Publisher
IEEE
Abstract
Description
Subject(s)
Black-Scholes equation, Crank-Nicolson scheme, European option, Hermite cubic spline wavelets
Citation
Item identifier
https://dspace.tul.cz/handle/15240/155029
 https://doi.org/10.1109/MCSI.2017.53
ISSN
ISBN
978-1-5386-2820-1
Collections