A MULTILEVEL APPROACH TO SOLVING THE BLACK–SCHOLES EQUATION (Q3580216): Difference between revisions

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+Hedley C. Morris
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+Arbitrage Theory in Continuous Time
@@ Property / cites work: Arbitrage Theory in Continuous Time / rank @@
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+A Multigrid Tutorial, Second Edition
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+A stability criterion for biorthogonal wavelet bases and their related subband coding scheme
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+High Order Compact Finite Difference Schemes for a Nonlinear  Black-Scholes Equation
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+Q4543029
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+New image compression techniques using multiwavelets and multiwavelet packets
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+https://doi.org/10.1142/s0219024910005826
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+W2077178294
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