Generalized exponential basis for efficient solving of homogeneous diffusion free boundary problems: Russian option pricing (Q6147820): Difference between revisions

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scientific article; zbMATH DE number 7798347
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Generalized exponential basis for efficient solving of homogeneous diffusion free boundary problems: Russian option pricing
scientific article; zbMATH DE number 7798347

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    Generalized exponential basis for efficient solving of homogeneous diffusion free boundary problems: Russian option pricing (English)
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    1 February 2024
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    free boundary problems
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    transmutation operators
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    Neumann series of Bessel functions
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    Russian options
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