GENERALIZED JACOBI REPRODUCING KERNEL METHOD IN HILBERT SPACES FOR SOLVING THE BLACK-SCHOLES OPTION PRICING PROBLEM ARISING IN FINANCIAL MODELLING (Q4959408)
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scientific article; zbMATH DE number 7394627
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | GENERALIZED JACOBI REPRODUCING KERNEL METHOD IN HILBERT SPACES FOR SOLVING THE BLACK-SCHOLES OPTION PRICING PROBLEM ARISING IN FINANCIAL MODELLING |
scientific article; zbMATH DE number 7394627 |
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GENERALIZED JACOBI REPRODUCING KERNEL METHOD IN HILBERT SPACES FOR SOLVING THE BLACK-SCHOLES OPTION PRICING PROBLEM ARISING IN FINANCIAL MODELLING (English)
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13 September 2021
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generalized Jacobi polynomials
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reproducing kernel Hilbert space method
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Black-Scholes equation
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Dirichlet boundary conditions
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error estimateserror estimates
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