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An Alternative Method for Analytical Solutions of Two-Dimensional Black-Scholes-Merton Equation.

Jun YuMichael J. Tomas
Published in: J. Appl. Math. (2023)
Keyphrases
  • genetic algorithm
  • probabilistic model
  • fuzzy sets
  • high order
  • optimal solution
  • state space
  • edge detection
  • sensitivity analysis