Option pricing under multifactor Black–Scholes model using orthogonal spline wavelets
Work
Year: 2024
Type: article
Authors Dana Černá, Kateřina Fiňková
Institution Technical University of Liberec
Cites: 49
Cited by: 6
Related to: 10
FWCI: 5.66
Citation percentile (by year/subfield): 99.99
Subfield: Computational Mechanics
Field: Engineering
Domain: Physical Sciences
Open Access status: green
Grant IDS GA22-17028S,