Multi-dimensional Legendre wavelets approach on the Black-Scholes and Heston Cox Ingersoll Ross equations (Q2127812)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multi-dimensional Legendre wavelets approach on the Black-Scholes and Heston Cox Ingersoll Ross equations |
scientific article |
Statements
Multi-dimensional Legendre wavelets approach on the Black-Scholes and Heston Cox Ingersoll Ross equations (English)
0 references
21 April 2022
0 references
Black-Scholes equation
0 references
Heston Cox-Ingersoll-Ross equation
0 references
finance equations
0 references
Legendre wavelet method
0 references
stochastic differential equation
0 references
option pricing
0 references
0 references
