Analytical and numerical solutions for a special nonlinear equation
Hossein Sahebi Fard, Elham Dastranj and Reza Hejazi, Amin Jajarmi
| Year of publication: |
2024
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|---|---|
| Authors: | Fard, Hossein Sahebi ; Dastranj, Elham ; Hejazi, Reza ; Jajarmi, Amin |
| Published in: |
International journal of financial engineering. - Singapore [u.a.] : World Scientific, ISSN 2424-7944, ZDB-ID 2832512-6. - Vol. 11.2024, 1, Art.-No. 2350057, p. 1-24
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| Subject: | Chebyshev spectral method | Lie symmetries | Nonlinear Heston model | transaction cost | Transaktionskosten | Transaction costs | Stochastischer Prozess | Stochastic process | Nichtlineare Regression | Nonlinear regression | Optionspreistheorie | Option pricing theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S2424786323500573 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014521393