A modification of Galerkin's method for option pricing
type: Item
instance of: scholarly article
title: A modification of Galerkin's method for option pricing
author: Mikhail Dokuchaev
author: Guanglu Zhou
author: Song Wang
published in: Journal of Industrial and Management Optimization
publication date: 2022-10-26T00:00:00Z
Mathematics Subject Classification ID: 15A18
Mathematics Subject Classification ID: 90C30
Mathematics Subject Classification ID: 90C33
zbMATH DE Number: 7607735
zbMATH Keywords: Galerkin's method
zbMATH Keywords: European options
zbMATH Keywords: parabolic equations
zbMATH Keywords: convergence
zbMATH Keywords: non-constant volatility
MaRDI profile type: Publication
full work available at URL: jimo.2021077
OpenAlex ID: W3154129941
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DOI: 10.3934/JIMO.2021077
description: scientific article; zbMATH DE number 7607735