Journals
Publish with us
Publishing partnerships
About us
Blog
Abstract and Applied Analysis
Journal overview
For authors
For reviewers
For editors
Table of Contents
Special Issues
Abstract and Applied Analysis
/
2014
/
Article
/
Fig 1
/
Research Article
Faber-Schauder Wavelet Sparse Grid Approach for Option Pricing with Transactions Cost
Figure 1
Initial condition of Black-Scholes model.
(a)
(b)