| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 4958539 | Computers & Mathematics with Applications | 2017 | 10 Pages |
Abstract
The purpose of this work is to apply the results developed by Chemin and David (2013, 2015), to the Black-Scholes equation. This latter equation being directly linked to the heat equation, it enables us to propose a new approach allowing to control properties of the solution by means of a shape parameter.
Related Topics
Physical Sciences and Engineering
Computer Science
Computer Science (General)
Authors
Claire David,