A wavelet‐based novel approximation to investigate the sensitivities of various path‐independent binary options
DOI10.1002/MMA.8318zbMATH Open1530.35319OpenAlexW4225154545MaRDI QIDQ6182371FDOQ6182371
Authors: Komal Deswal, D. Kumar 
Publication date: 21 December 2023
Published in: Mathematical Methods in the Applied Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/mma.8318
Derivative securities (option pricing, hedging, etc.) (91G20) Numerical methods (including Monte Carlo methods) (91G60) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91) Numerical methods for wavelets (65T60) Second-order parabolic equations (35K10) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12)
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