Numerical solution of European call option with dividends and variable volatility.
U. S. RanaAsad AhmadPublished in: Appl. Math. Comput. (2012)
Keyphrases
- numerical solution
- stock price
- differential equations
- partial differential equations
- low order
- stock market
- finite element
- finite difference
- finite element method
- boundary value problem
- exact solution
- historical data
- non stationary
- ordinary differential equations
- image segmentation
- numerical methods
- curve evolution
- level set
- reinforcement learning