Generalized exponential basis for efficient solving of homogeneous diffusion free boundary problems: Russian option pricing (Q6147820): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2888368008 / rank | |||
Normal rank | |||
Revision as of 09:09, 30 July 2024
scientific article; zbMATH DE number 7798347
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generalized exponential basis for efficient solving of homogeneous diffusion free boundary problems: Russian option pricing |
scientific article; zbMATH DE number 7798347 |
Statements
Generalized exponential basis for efficient solving of homogeneous diffusion free boundary problems: Russian option pricing (English)
0 references
1 February 2024
0 references
free boundary problems
0 references
transmutation operators
0 references
Neumann series of Bessel functions
0 references
Russian options
0 references
