Wavelets optimization method for evaluation of fractional partial differential equations: an application to financial modelling (Q1711138)
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scientific article; zbMATH DE number 7002736
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| English | Wavelets optimization method for evaluation of fractional partial differential equations: an application to financial modelling |
scientific article; zbMATH DE number 7002736 |
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Wavelets optimization method for evaluation of fractional partial differential equations: an application to financial modelling (English)
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17 January 2019
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pricing models
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Lévy processes
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wavelets approximation
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optimization
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0.7750041484832764
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0.7709596157073975
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