Sparsity-homotopy perturbation inversion method with wavelets and applications to Black-Scholes model and Todaro model
DOI10.1155/2016/2371826zbMath1400.91653OpenAlexW2497513175WikidataQ59131130 ScholiaQ59131130MaRDI QIDQ1792826
Publication date: 12 October 2018
Published in: Mathematical Problems in Engineering (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2016/2371826
Numerical methods (including Monte Carlo methods) (91G60) Derivative securities (option pricing, hedging, etc.) (91G20) Numerical methods for partial differential equations, initial value and time-dependent initial-boundary value problems (65M99) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91)
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