Spherical harmonics applied to differential and integro-differential equations arising in mathematical finance (Q691357)

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scientific article; zbMATH DE number 6111614
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Spherical harmonics applied to differential and integro-differential equations arising in mathematical finance
scientific article; zbMATH DE number 6111614

    Statements

    Spherical harmonics applied to differential and integro-differential equations arising in mathematical finance (English)
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    30 November 2012
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    Lévy market
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    homotopy perturbation
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    Black-Scholes equation
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    annular domains
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