Adaptive wavelet precise integration method for nonlinear Black-Scholes model based on variational iteration method
numerical resultnumerical stabilityBlack-Scholes modelvariational iteration methodadaptive wavelet precise integration methodnonlinear matrix differential equationpricing options
Numerical methods (including Monte Carlo methods) (91G60) Numerical methods for wavelets (65T60) Microeconomic theory (price theory and economic markets) (91B24) Nonlinear higher-order PDEs (35G20) Numerical methods for partial differential equations, initial value and time-dependent initial-boundary value problems (65M99)
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