Generalized exponential basis for efficient solving of homogeneous diffusion free boundary problems: Russian option pricing (Q6147820)
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scientific article; zbMATH DE number 7798347
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generalized exponential basis for efficient solving of homogeneous diffusion free boundary problems: Russian option pricing |
scientific article; zbMATH DE number 7798347 |
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Generalized exponential basis for efficient solving of homogeneous diffusion free boundary problems: Russian option pricing (English)
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1 February 2024
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free boundary problems
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transmutation operators
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Neumann series of Bessel functions
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Russian options
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