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
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| 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 |
Statements
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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0.8910887241363525
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0.7712143063545227
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0.7692955136299133
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0.7688928842544556
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0.7617790102958679
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