Two-Grid Decoupled Method for a Black-Scholes Increased Market Volatility Model.

Miglena N. Koleva Lubin G. Vulkov

Published in: NMA (2014)

Keyphrases

probabilistic model
objective function
high order
sensitivity analysis
autoregressive
decision making
financial markets
data mining
multiscale
computational complexity
long term
active contours
energy function
black scholes model