Construction of interval Shannon wavelet and its application in solving nonlinear Black-Scholes equation
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Publication:1718635
DOI10.1155/2014/541023zbMath1407.91273OpenAlexW1972294994WikidataQ59068415 ScholiaQ59068415MaRDI QIDQ1718635
Publication date: 8 February 2019
Published in: Mathematical Problems in Engineering (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2014/541023
Numerical methods (including Monte Carlo methods) (91G60) Numerical methods for wavelets (65T60) Spectral, collocation and related methods for initial value and initial-boundary value problems involving PDEs (65M70) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91)
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