Multi-Asset Barrier Options Pricing by Collocation BEM (with Matlab® Code).

Alessandra Aimi Chiara Guardasoni

Published in: Axioms (2021)

Keyphrases

option pricing
financial markets
double exponential
black scholes model
co occurrence
knowledge base
numerical methods
database
neural network
machine learning
artificial intelligence
social networks
computer vision
website
case study
multiscale