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

<table>Evolution of the call option price with the parameter <svg height="10.3875" id="M101" style="vertical-align:-0.1638pt" version="1.1" viewbox="0 0 5.9250002 10.3875" width="5.9250002" xmlns="http://www.w3.org/2000/svg" xmlns:xlink="http://www.w3.org/1999/xlink">
<g transform="matrix(.017,-0,0,-.017,.062,10.125)"><path d="M324 430l-26 -36l-112 -4l-55 -265q-13 -66 7 -66q13 0 44.5 20t50.5 40l17 -24q-38 -40 -85.5 -73.5t-87.5 -33.5q-50 0 -21 138l55 262h-80l-2 8l25 34h66l25 99l78 63l10 -9l-37 -153h128z" id="x1D461"></path></g>
</svg>.</table>

Abstract and Applied Analysis

fig2

Figure 2

Figure 2: Adaptive Wavelet Precise Integration Method for Nonlinear Black-Scholes Model Based on Variational Iteration Method 