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Comparison of the Analytical Approximation Formula and Newton's Method for Solving a Class of Nonlinear Black-Scholes Parabolic Equations.

Karol DurisShih-Hau TanChoi-Hong LaiDaniel Sevcovic
Published in: Comput. Methods Appl. Math. (2016)
Keyphrases
  • objective function
  • high order
  • neural network
  • probabilistic model
  • image segmentation
  • pattern recognition
  • multi objective
  • dynamic programming
  • graphical models
  • sensitivity analysis
  • difference equations