Quintic B-spline collocation approach for solving generalized Black-Scholes equation governing option pricing (Q2006103): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
Import241208061232 (talk | contribs)
Normalize DOI.
 
(One intermediate revision by one other user not shown)
Property / DOI
 
Property / DOI: 10.1016/j.camwa.2015.02.018 / rank
Normal rank
 
Property / cites work
 
Property / cites work: The Pricing of Options and Corporate Liabilities / rank
 
Normal rank
Property / cites work
 
Property / cites work: Some mathematical results in the pricing of American options / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4905685 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Far Field Boundary Conditions for Black--Scholes Equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4955537 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Tools for computational finance. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4226819 / rank
 
Normal rank
Property / cites work
 
Property / cites work: CONVERGENCE OF NUMERICAL SCHEMES FOR PARABOLIC EQUATIONS ARISING IN FINANCE THEORY / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4356582 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4344494 / rank
 
Normal rank
Property / cites work
 
Property / cites work: An upwind approach for an American and European option pricing model / rank
 
Normal rank
Property / cites work
 
Property / cites work: High-accuracy finite-difference methods for the valuation of options / rank
 
Normal rank
Property / cites work
 
Property / cites work: Extended double-stride \(L\)-stable methods for the numerical solution of ODEs / rank
 
Normal rank
Property / cites work
 
Property / cites work: A numerical method for European option pricing with transaction costs nonlinear equation / rank
 
Normal rank
Property / cites work
 
Property / cites work: A robust and accurate finite difference method for a generalized Black-Scholes equation / rank
 
Normal rank
Property / cites work
 
Property / cites work: A novel fitted finite volume method for the Black-Scholes equation governing option pricing / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Laplace transform finite difference method for the Black-Scholes equation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Convergence of a fitted finite volume method for the penalized Black-Scholes equation governing European and American option pricing / rank
 
Normal rank
Property / cites work
 
Property / cites work: The homotopy perturbation method for the Black–Scholes equation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Radial basis functions with application to finance: American put option under jump diffusion / rank
 
Normal rank
Property / cites work
 
Property / cites work: Tension spline approach for the numerical solution of nonlinear Klein-Gordon equation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Tension spline solution of nonlinear sine-Gordon equation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Spline solution of the generalized Burgers'-Fisher equation / rank
 
Normal rank
Property / cites work
 
Property / cites work: An exponential spline solution of nonlinear Schrödinger equations with constant and variable coefficients / rank
 
Normal rank
Property / cites work
 
Property / cites work: Sextic B-spline collocation method for solving Euler-Bernoulli beam models / rank
 
Normal rank
Property / cites work
 
Property / cites work: A cubic B-spline collocation method for a numerical solution of the generalized Black-Scholes equation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Spline approximation method to solve an option pricing problem / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4279369 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Survey of the stability of linear finite difference equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5841010 / rank
 
Normal rank
Property / cites work
 
Property / cites work: An O(h 6) quintic spline collocation method for fourth order two-point boundary value problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Sextic spline solution of fifth-order boundary value problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the smoothing property of the crank-nicolson scheme / rank
 
Normal rank
Property / cites work
 
Property / cites work: Finite element solution of diffusion problems with irregular data / rank
 
Normal rank
Property / DOI
 
Property / DOI: 10.1016/J.CAMWA.2015.02.018 / rank
 
Normal rank

Latest revision as of 18:16, 16 December 2024

scientific article
Language Label Description Also known as
English
Quintic B-spline collocation approach for solving generalized Black-Scholes equation governing option pricing
scientific article

    Statements

    Quintic B-spline collocation approach for solving generalized Black-Scholes equation governing option pricing (English)
    0 references
    0 references
    8 October 2020
    0 references
    option pricing
    0 references
    generalized Black-Scholes equation
    0 references
    collocation
    0 references
    quintic B-spline
    0 references
    stability
    0 references
    convergence
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers