A priori selected spline–wavelet basis for option pricing under Black–Scholes and Merton model
| Published in: | AIP Conference Proceedings, “TOPICAL ISSUES OF THERMOPHYSICS, ENERGETICS AND HYDROGASDYNAMICS IN THE ARCTIC CONDITIONS”: Dedicated to the 85th Birthday Anniversary of Professor E. A. Bondarev |
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| Format: | Conference Object |
| Language: | unknown |
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AIP Publishing
2022
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| Online Access: | http://dx.doi.org/10.1063/5.0100641 http://aip.scitation.org/doi/pdf/10.1063/5.0100641 |
| Description not available. |