@inproceedings{ca532c8b7f594dfc897bff3f243acd92,
title = "Wavelet methods for Black-Scholes model of one and two assets",
abstract = "A review of application of wavelet methods to Black-Scholes model of option pricing technology along wih some new results is presented. This paper is essentially based on interesting papers; Bouchouev and Isakov [8], Bouchouev, Isakov and Valadivia [9] and Shen and Strang [40].",
keywords = "American option, Asset, Black-Scholes model, European option, Multiresolution Analysis, Volatility, Wavelet Based Numerical Method",
author = "M. Al-Lawatia",
year = "2012",
doi = "10.1063/1.4740044",
language = "English",
isbn = "9780735410671",
series = "AIP Conference Proceedings",
pages = "157--175",
booktitle = "Emerging Applications of Wavelet Methods - 7th International Congress on Industrial and Applied Mathematics - Thematic Minisymposia",
note = "7th International Congress on Industrial and Applied Mathematics - Thematic Minisymposia: Emerging Applications of Wavelet Methods ; Conference date: 18-07-2011 Through 22-07-2011",
}