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GENERALIZED EXPONENTIAL BASIS FOR EFFICIENT SOLVING OF HOMOGENEOUS DIFFUSION FREE BOUNDARY PROBLEMS: RUSSIAN OPTION PRICING

Published Online: 2022-08-23

Published Print: 2022-09

Authors

Kravchenko, Igor V.

Kravchenko, Vladislav V.

Torba, Sergii M.

Dias, José Carlos
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Text and Data Mining valid from 2022-08-23

Version of Record valid from 2022-08-23
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Article History

Accepted: 1 March 2022

First Online: 23 August 2022

Declarations

:

: The authors declare no competing interests.

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