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Abstract and Applied Analysis
Volume 2013 (2013), Article ID 735919, 6 pages
http://dx.doi.org/10.1155/2013/735919
Research Article

Adaptive Wavelet Precise Integration Method for Nonlinear Black-Scholes Model Based on Variational Iteration Method

School of Accounting, Capital University of Economics and Business, 121 Zhangjialukou, Huaxiang Fengtai District, Beijing 100070, China

Received 31 December 2012; Revised 14 February 2013; Accepted 17 February 2013

Academic Editor: Lan Xu

Copyright © 2013 Huahong Yan. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

Citations to this Article [9 citations]

The following is the list of published articles that have cited the current article.

  • Shu-Li Mei, “HAM-Based Adaptive Multiscale Meshless Method for Burgers Equation,” Journal of Applied Mathematics, vol. 2013, pp. 1–10, 2013. View at Publisher · View at Google Scholar
  • Shu-Li Mei, “HPM-Based Dynamic Wavelet Transform and Its Application in Image Denoising,” Mathematical Problems in Engineering, vol. 2013, pp. 1–10, 2013. View at Publisher · View at Google Scholar
  • Li-wei Liu, “Interval Wavelet Numerical Method on Fokker-Planck Equations for Nonlinear Random System,” Advances in Mathematical Physics, vol. 2013, pp. 1–7, 2013. View at Publisher · View at Google Scholar
  • Shu-Li Mei, and De-Hai Zhu, “Interval Shannon Wavelet Collocation Method for Fractional Fokker-Planck Equation,” Advances in Mathematical Physics, vol. 2013, pp. 1–12, 2013. View at Publisher · View at Google Scholar
  • Shu-Li Mei, “Faber-Schauder Wavelet Sparse Grid Approach for Option Pricing with Transactions Cost,” Abstract and Applied Analysis, vol. 2014, pp. 1–9, 2014. View at Publisher · View at Google Scholar
  • Shu-Li Mei, “VIM-Based Dynamic Sparse Grid Approach to Partial Differential Equations,” The Scientific World Journal, vol. 2014, pp. 1–14, 2014. View at Publisher · View at Google Scholar
  • Shu-Li Mei, and De-Hai Zhu, “HPM-Based Dynamic Sparse Grid Approach for Perona-Malik Equation,” The Scientific World Journal, vol. 2014, pp. 1–15, 2014. View at Publisher · View at Google Scholar
  • Liwei Liu, “Construction of Interval Shannon Wavelet and Its Application in Solving Nonlinear Black-Scholes Equation,” Mathematical Problems in Engineering, vol. 2014, pp. 1–9, 2014. View at Publisher · View at Google Scholar
  • Haihua Wang, and Shu-Li Mei, “Shannon Wavelet Precision Integration Method for Pathologic Onion Image Segmentation Based on Homotopy Perturbation Technology,” Mathematical Problems in Engineering, vol. 2014, pp. 1–10, 2014. View at Publisher · View at Google Scholar