Pages that link to "Item:Q1933924"
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The following pages link to A cubic B-spline collocation method for a numerical solution of the generalized Black-Scholes equation (Q1933924):
Displayed 34 items.
- A hybrid finite difference scheme for pricing Asian options (Q298703) (← links)
- Adaptive wavelet precise integration method for nonlinear Black-Scholes model based on variational iteration method (Q370164) (← links)
- Fitted finite volume method for a generalized Black-Scholes equation transformed on finite interval (Q393762) (← links)
- Application of radial basis function with L-stable Padé time marching scheme for pricing exotic option (Q524570) (← links)
- Space-time kernel based numerical method for generalized Black-Scholes equation (Q827488) (← links)
- Cubic spline method for a generalized Black-Scholes equation (Q1718497) (← links)
- Numerical approximation of a time-fractional Black-Scholes equation (Q1999677) (← links)
- Quintic B-spline collocation approach for solving generalized Black-Scholes equation governing option pricing (Q2006103) (← links)
- A compact finite difference scheme for fractional Black-Scholes option pricing model (Q2029151) (← links)
- A quintic spline collocation method for solving time-dependent convection-diffusion problems (Q2068664) (← links)
- A highly accurate algorithm for retrieving the predicted behavior of problems with piecewise-smooth initial data (Q2073958) (← links)
- An accurate solution for the generalized Black-Scholes equations governing option pricing (Q2132964) (← links)
- An improvised collocation algorithm to solve generalized Burgers'-Huxley equation (Q2156710) (← links)
- A sixth order numerical method and its convergence for generalized Black-Scholes PDE (Q2175832) (← links)
- A fourth order numerical method based on B-spline functions for pricing Asian options (Q2197862) (← links)
- An efficient numerical method based on redefined cubic B-spline basis functions for pricing Asian options (Q2231294) (← links)
- Applying cubic B-spline quasi-interpolation to solve 1D wave equations in polar coordinates (Q2256894) (← links)
- A robust spline collocation method for pricing American put options (Q2296452) (← links)
- A new higher order compact finite difference method for generalised Black-Scholes partial differential equation: European call option (Q2315945) (← links)
- Option pricing using a computational method based on reproducing kernel (Q2406304) (← links)
- Numerical solution of generalized Black-Scholes model (Q2423065) (← links)
- Lattice Boltzmann method for the generalized Black-Scholes equation (Q2690052) (← links)
- (Q4627085) (← links)
- (Q4627603) (← links)
- High-order exponential spline method for pricing European options (Q4646565) (← links)
- (Q4958343) (← links)
- Application of the local radial basis function-based finite difference method for pricing American options (Q5266153) (← links)
- An efficient algorithm based on extrapolation for the solution of nonlinear parabolic equations (Q5915708) (← links)
- An efficient algorithm based on extrapolation for the solution of nonlinear parabolic equations (Q5919430) (← links)
- Uniformly convergent scheme for two‐parameter singularly perturbed problems with non‐smooth data (Q6088480) (← links)
- (Q6119093) (← links)
- A stable time-dependent mesh method for generalized credit rating migration problem (Q6140496) (← links)
- An improvised extrapolated collocation algorithm for solving Kuramoto–Sivashinsky equation (Q6179803) (← links)
- Design and analysis of a high order computational technique for time‐fractional Black–Scholes model describing option pricing (Q6181832) (← links)