Coupling Technique of Haar Wavelet Transform and Variational Iteration Method for a Nonlinear Option Pricing Model
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- Asma Ali Elbeleze & Adem Kılıçman & Bachok M. Taib, 2013. "Homotopy Perturbation Method for Fractional Black-Scholes European Option Pricing Equations Using Sumudu Transform," Mathematical Problems in Engineering, Hindawi, vol. 2013, pages 1-7, May.
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- Shu-Li Mei & De-Hai Zhu, 2013. "Interval Shannon Wavelet Collocation Method for Fractional Fokker-Planck Equation," Advances in Mathematical Physics, Hindawi, vol. 2013, pages 1-12, December.
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- Black, Fischer & Scholes, Myron S, 1973. "The Pricing of Options and Corporate Liabilities," Journal of Political Economy, University of Chicago Press, vol. 81(3), pages 637-654, May-June.
- Li-wei Liu, 2013. "Interval Wavelet Numerical Method on Fokker-Planck Equations for Nonlinear Random System," Advances in Mathematical Physics, Hindawi, vol. 2013, pages 1-7, October.
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Keywords
Haar wavelet; homotopy perturbation method; variational iteration method; Black–Scholes model;All these keywords.
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