keyword Tau method / (1 Article)
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Writer : Bani Asadi، Samaneh ؛ Rivaz، Azim ؛
Journal:Journal of Mathematics and Modeling in Finance»Winter and Spring 2021, Volume 1 - Number 1 (12 page(s) - From 127 to 138 )
Keywords:European option pricing problemTau methodStochastic integro-differential Black-Scholes equationHermitian polynomial
| Journal (Article count) |
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| Journal Journal of Mathematics and Modeling in Finance 1 |
Related keywords
European option pricing problemHermitian polynomialStochastic integro-differential Black-Scholes equation