Spline approximation method to solve an option pricing problem (Q4899077): Difference between revisions

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Latest revision as of 02:14, 6 July 2024

scientific article; zbMATH DE number 6122131
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English
Spline approximation method to solve an option pricing problem
scientific article; zbMATH DE number 6122131

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    Spline approximation method to solve an option pricing problem (English)
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    4 January 2013
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    option pricing
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    Black-Scholes equation
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    B-spline collocation
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    convergence analysis
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