A modification of Galerkin's method for option pricing (Q2086928)
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scientific article; zbMATH DE number 7607735
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A modification of Galerkin's method for option pricing |
scientific article; zbMATH DE number 7607735 |
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A modification of Galerkin's method for option pricing (English)
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26 October 2022
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Galerkin's method
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European options
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parabolic equations
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convergence
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non-constant volatility
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