Wavelets optimization method for evaluation of fractional partial differential equations: an application to financial modelling

Title
Wavelets optimization method for evaluation of fractional partial differential equations: an application to financial modelling
Authors
Keywords
pricing models, Lévy processes, wavelets approximation, optimization
Journal
Advances in Difference Equations
Volume 2018, Issue 1, Pages -
Publisher
Springer Nature
Online
2018-01-10
DOI
10.1186/s13662-017-1461-2

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