Option pricing using a computational method based on reproducing kernel (Q2406304)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Option pricing using a computational method based on reproducing kernel |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option pricing using a computational method based on reproducing kernel |
scientific article |
Statements
Option pricing using a computational method based on reproducing kernel (English)
0 references
27 September 2017
0 references
generalized Black-Scholes equation
0 references
reproducing kernel Hilbert space
0 references
convergence
0 references
error
0 references
