Spline approximation method to solve an option pricing problem (Q4899077)
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scientific article; zbMATH DE number 6122131
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| English | Spline approximation method to solve an option pricing problem |
scientific article; zbMATH DE number 6122131 |
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Spline approximation method to solve an option pricing problem (English)
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4 January 2013
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option pricing
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Black-Scholes equation
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B-spline collocation
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convergence analysis
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0.8790601491928101
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0.8537290692329407
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0.8471884727478027
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0.8458731770515442
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