A cubic B-spline collocation method for a numerical solution of the generalized Black-Scholes equation (Q1933924): Difference between revisions

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Latest revision as of 03:58, 6 July 2024

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A cubic B-spline collocation method for a numerical solution of the generalized Black-Scholes equation
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    A cubic B-spline collocation method for a numerical solution of the generalized Black-Scholes equation (English)
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    27 January 2013
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    option pricing
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    generalized black
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    Scholes equation
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    collocation
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    B-spline
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    method of lines
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    rannacher time-stepping technique
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