A robust nonuniform B-spline collocation method for solving the generalized Black-Scholes equation (Q5398455): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
Normalize DOI.
 
(5 intermediate revisions by 4 users not shown)
Property / DOI
 
Property / DOI: 10.1093/imanum/drs053 / rank
Normal rank
 
Property / author
 
Property / author: Puneet Kumar Arora / rank
Normal rank
 
Property / author
 
Property / author: Puneet Kumar Arora / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1093/imanum/drs053 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2144051128 / rank
 
Normal rank
Property / DOI
 
Property / DOI: 10.1093/IMANUM/DRS053 / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 16:53, 30 December 2024

scientific article; zbMATH DE number 6262450
Language Label Description Also known as
English
A robust nonuniform B-spline collocation method for solving the generalized Black-Scholes equation
scientific article; zbMATH DE number 6262450

    Statements

    A robust nonuniform B-spline collocation method for solving the generalized Black-Scholes equation (English)
    0 references
    0 references
    0 references
    0 references
    28 February 2014
    0 references
    option pricing
    0 references
    Black-Scholes equation
    0 references
    method of lines
    0 references
    finite difference method
    0 references
    B-spline collocation
    0 references
    Greville abscissae
    0 references
    Green's function
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references