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

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Revision as of 05:32, 5 March 2024

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