B-spline solution of the Black-Scholes partial differential equation
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Publication:3560360
zbMATH Open1192.91189MaRDI QIDQ3560360FDOQ3560360
Authors: Nazan Caglar, Muge Iseri, Hikmet Caglar, Mehmet Özer 
Publication date: 14 May 2010
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- SINH-ACCELERATION FOR B-SPLINE PROJECTION WITH OPTION PRICING APPLICATIONS
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