Collocation method based on modified cubic B-spline for option pricing models (Q5360863)
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scientific article; zbMATH DE number 6780619
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|---|---|---|---|
| default for all languages | No label defined |
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| English | Collocation method based on modified cubic B-spline for option pricing models |
scientific article; zbMATH DE number 6780619 |
Statements
26 September 2017
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options pricing
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redefined cubic B-spline
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stability
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0.8981034755706787
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0.8790650963783264
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0.8790601491928101
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0.8773582577705383
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