A multilevel approach to solving the Black-Scholes equation (Q3580216)
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scientific article; zbMATH DE number 5769261
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A multilevel approach to solving the Black-Scholes equation |
scientific article; zbMATH DE number 5769261 |
Statements
A MULTILEVEL APPROACH TO SOLVING THE BLACK–SCHOLES EQUATION (English)
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11 August 2010
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adaptive grids
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wavelets
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Black-Scholes
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asset pricing
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0.7858834862709045
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0.7819679975509644
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0.7701945900917053
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0.7687129974365234
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