Azim RIVAZ, Mahmoud Mohseni MOGHADAM, Samaneh BANIASADI

Numerical solutions of Black-Scholes integro-differential equations with convergence analysis

Turkish Journal of Mathematics

2019-Cilt: 43 - Sayı: 3

1080-1094

Tau method, stochastic integro-differential Black-Scholes equation, European option pricing problem, Hermitian polynomial

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