Wavelet Collocation Methods for Viscosity Solutions to Swing Options in Natural Gas Storage (Q5257556)
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scientific article; zbMATH DE number 6452977
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Wavelet Collocation Methods for Viscosity Solutions to Swing Options in Natural Gas Storage |
scientific article; zbMATH DE number 6452977 |
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Wavelet Collocation Methods for Viscosity Solutions to Swing Options in Natural Gas Storage (English)
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29 June 2015
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swing option
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viscosity solution
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wavelet collocation method
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