Quintic B-spline collocation approach for solving generalized Black-Scholes equation governing option pricing (Q2006103)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Quintic B-spline collocation approach for solving generalized Black-Scholes equation governing option pricing |
scientific article; zbMATH DE number 7258229
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Quintic B-spline collocation approach for solving generalized Black-Scholes equation governing option pricing |
scientific article; zbMATH DE number 7258229 |
Statements
Quintic B-spline collocation approach for solving generalized Black-Scholes equation governing option pricing (English)
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
0.8991339802742004
0 references
0.8803779482841492
0 references
0.8668546080589294
0 references
0.8480525016784668
0 references
0.8471884727478027
0 references
