Pages that link to "Item:Q4899077"
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The following pages link to Spline approximation method to solve an option pricing problem (Q4899077):
Displaying 9 items.
- Cubic spline method for a generalized Black-Scholes equation (Q1718497) (← links)
- Quintic B-spline collocation approach for solving generalized Black-Scholes equation governing option pricing (Q2006103) (← links)
- A highly accurate algorithm for retrieving the predicted behavior of problems with piecewise-smooth initial data (Q2073958) (← links)
- Rannacher time-marching with orthogonal spline collocation method for retrieving the discontinuous behavior of hedging parameters (Q2141232) (← links)
- A fourth order numerical method based on B-spline functions for pricing Asian options (Q2197862) (← links)
- A robust spline collocation method for pricing American put options (Q2296452) (← links)
- A new higher order compact finite difference method for generalised Black-Scholes partial differential equation: European call option (Q2315945) (← links)
- High-order exponential spline method for pricing European options (Q4646565) (← links)
- Radial-basis-function-based finite difference operator splitting method for pricing American options (Q5028586) (← links)
