A MULTILEVEL APPROACH TO SOLVING THE BLACK–SCHOLES EQUATION (Q3580216): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1142/s0219024910005826 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2077178294 / rank | |||
Normal rank |
Latest revision as of 08:33, 30 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A MULTILEVEL APPROACH TO SOLVING THE BLACK–SCHOLES EQUATION |
scientific article |
Statements
A MULTILEVEL APPROACH TO SOLVING THE BLACK–SCHOLES EQUATION (English)
0 references
11 August 2010
0 references
adaptive grids
0 references
wavelets
0 references
Black-Scholes
0 references
asset pricing
0 references
0 references