Option pricing using a computational method based on reproducing kernel (Q2406304)
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scientific article; zbMATH DE number 6781162
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| default for all languages | No label defined |
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| English | Option pricing using a computational method based on reproducing kernel |
scientific article; zbMATH DE number 6781162 |
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Option pricing using a computational method based on reproducing kernel (English)
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27 September 2017
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generalized Black-Scholes equation
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reproducing kernel Hilbert space
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convergence
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error
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0.9078591
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0.9007305
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0.89308774
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0.88231134
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0.8790987
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0.8790134
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0.87588215
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