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Wavelet in Black-Scholes Model

来源 :第八届工业与应用数学国际大会 | 被引量 : 0次 | 上传用户：wdongjiang
【摘 要】
：
　　Black-Scholes model is an important ingredient of financial engineering.Wavelet methods have played very significant role in this area.Recently fractional B
【作 者】
：
ZahraNoore[1]AlLawatiMohamed[2] 
【机 构】
：
Sharda Univ.
【出 处】
：
第八届工业与应用数学国际大会
【发表日期】
：
2015年期
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　　Black-Scholes model is an important ingredient of financial engineering.Wavelet methods have played very significant role in this area.Recently fractional Black-Scholes model has been studied.The role of wavelet methods in such model is not fully explored.
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