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نویسنده : Bani Asadi، Samaneh ؛ Rivaz، Azim ؛
مجله:Journal of Mathematics and Modeling in Finance»Winter and Spring 2021, Volume 1 - Number 1 (12 صفحه - از 127 تا 138 )
کلیدواژه ها:European option pricing problemTau methodStochastic integro-differential Black-Scholes equationHermitian polynomial