Pages that link to "Item:Q1933924"

The following pages link to A cubic B-spline collocation method for a numerical solution of the generalized Black-Scholes equation (Q1933924):

Displaying 35 items.

• A hybrid finite difference scheme for pricing Asian options (Q298703) (← links)
• Adaptive wavelet precise integration method for nonlinear Black-Scholes model based on variational iteration method (Q370164) (← links)
• Fitted finite volume method for a generalized Black-Scholes equation transformed on finite interval (Q393762) (← links)
• Application of radial basis function with L-stable Padé time marching scheme for pricing exotic option (Q524570) (← links)
• Space-time kernel based numerical method for generalized Black-Scholes equation (Q827488) (← links)
• Cubic spline method for a generalized Black-Scholes equation (Q1718497) (← links)
• Numerical approximation of a time-fractional Black-Scholes equation (Q1999677) (← links)
• Quintic B-spline collocation approach for solving generalized Black-Scholes equation governing option pricing (Q2006103) (← links)
• A compact finite difference scheme for fractional Black-Scholes option pricing model (Q2029151) (← links)
• A quintic spline collocation method for solving time-dependent convection-diffusion problems (Q2068664) (← links)
• A highly accurate algorithm for retrieving the predicted behavior of problems with piecewise-smooth initial data (Q2073958) (← links)
• An accurate solution for the generalized Black-Scholes equations governing option pricing (Q2132964) (← links)
• An improvised collocation algorithm to solve generalized Burgers'-Huxley equation (Q2156710) (← links)
• A sixth order numerical method and its convergence for generalized Black-Scholes PDE (Q2175832) (← links)
• A fourth order numerical method based on B-spline functions for pricing Asian options (Q2197862) (← links)
• An efficient numerical method based on redefined cubic B-spline basis functions for pricing Asian options (Q2231294) (← links)
• Applying cubic B-spline quasi-interpolation to solve 1D wave equations in polar coordinates (Q2256894) (← links)
• A robust spline collocation method for pricing American put options (Q2296452) (← links)
• A new higher order compact finite difference method for generalised Black-Scholes partial differential equation: European call option (Q2315945) (← links)
• Option pricing using a computational method based on reproducing kernel (Q2406304) (← links)
• Numerical solution of generalized Black-Scholes model (Q2423065) (← links)
• Lattice Boltzmann method for the generalized Black-Scholes equation (Q2690052) (← links)
• (Q4627085) (← links)
• (Q4627603) (← links)
• High-order exponential spline method for pricing European options (Q4646565) (← links)
• (Q4958343) (← links)
• Application of the local radial basis function-based finite difference method for pricing American options (Q5266153) (← links)
• An efficient algorithm based on extrapolation for the solution of nonlinear parabolic equations (Q5915708) (← links)
• An efficient algorithm based on extrapolation for the solution of nonlinear parabolic equations (Q5919430) (← links)
• Uniformly convergent scheme for two‐parameter singularly perturbed problems with non‐smooth data (Q6088480) (← links)
• (Q6119093) (← links)
• A stable time-dependent mesh method for generalized credit rating migration problem (Q6140496) (← links)
• An improvised extrapolated collocation algorithm for solving Kuramoto–Sivashinsky equation (Q6179803) (← links)
• Design and analysis of a high order computational technique for time‐fractional Black–Scholes model describing option pricing (Q6181832) (← links)
• Highly accurate collocation methodology for solving the generalized Burgers-Fisher's equation (Q6599680) (← links)