AN IMEX-BASED APPROACH FOR THE PRICING OF EQUITY WARRANTS UNDER FRACTIONAL BROWNIAN MOTION MODELS (Q6051961)
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scientific article; zbMATH DE number 7740747
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | AN IMEX-BASED APPROACH FOR THE PRICING OF EQUITY WARRANTS UNDER FRACTIONAL BROWNIAN MOTION MODELS |
scientific article; zbMATH DE number 7740747 |
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AN IMEX-BASED APPROACH FOR THE PRICING OF EQUITY WARRANTS UNDER FRACTIONAL BROWNIAN MOTION MODELS (English)
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20 September 2023
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equity warrants
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GMFBM model
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nonlinear PDE
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IMEX method
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error analysis
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upwind scheme
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