Wavelets optimization method for evaluation of fractional partial differential equations: an application to financial modelling (Q1711138)
From MaRDI portal
!
WARNING
This is the item page for this Wikibase entity, intended for internal use and editing purposes.
Please use the normal view instead:
scientific article; zbMATH DE number 7002736
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Wavelets optimization method for evaluation of fractional partial differential equations: an application to financial modelling |
scientific article; zbMATH DE number 7002736 |
Statements
Wavelets optimization method for evaluation of fractional partial differential equations: an application to financial modelling (English)
0 references
17 January 2019
0 references
pricing models
0 references
Lévy processes
0 references
wavelets approximation
0 references
optimization
0 references
0 references
0 references
0 references
0 references
0.7750041484832764
0 references
0.7709596157073975
0 references
