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Recovery of Time-Dependent Parameters of a Black-Scholes-Type Equation: An Inverse Stieltjes Moment Approach.

Marianito R. RodrigoRogemar S. Mamon
Published in: J. Appl. Math. (2007)
Keyphrases
  • black scholes
  • option pricing
  • rough sets
  • numerical methods
  • genetic algorithm
  • fuzzy logic
  • differential equations