B-spline solution of the Black-Scholes partial differential equation (Q3560360)
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scientific article; zbMATH DE number 5707518
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| English | B-spline solution of the Black-Scholes partial differential equation |
scientific article; zbMATH DE number 5707518 |
Statements
14 May 2010
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Black-Scholes equation
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B-spline method
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0.8537290692329407
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0.8457826375961304
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0.8323442339897156
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0.8203799724578857
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