SOLVING THE IVANCEVIC OPTIONS PRICING MODEL WITH THE NUMERICAL METHOD SOME BLAISE-ABBO (SBA) (Q5076297)
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scientific article; zbMATH DE number 7527522
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | SOLVING THE IVANCEVIC OPTIONS PRICING MODEL WITH THE NUMERICAL METHOD SOME BLAISE-ABBO (SBA) |
scientific article; zbMATH DE number 7527522 |
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SOLVING THE IVANCEVIC OPTIONS PRICING MODEL WITH THE NUMERICAL METHOD SOME BLAISE-ABBO (SBA) (English)
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16 May 2022
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SBA method
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Schrödinger's non-linear equation
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adaptive wave model
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Ivancevic's option pricing model
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European options
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