A numerical method for pricing discrete double barrier option by Legendre multiwavelet.
Amirhossein SobhaniMariyan MilevPublished in: J. Comput. Appl. Math. (2018)
Keyphrases
- numerical methods
- differential equations
- option pricing
- black scholes model
- partial differential equations
- boundary element method
- numerical solution
- orthogonal polynomials
- computer vision
- finite element method
- image compression
- dynamical systems
- transform domain
- image segmentation
- numerical simulations
- zernike moments