Pages that link to "Item:Q4899077"
From MaRDI portal
The following pages link to Spline approximation method to solve an option pricing problem (Q4899077):
Displayed 5 items.
- Cubic spline method for a generalized Black-Scholes equation (Q1718497) (← links)
- A fourth order numerical method based on B-spline functions for pricing Asian options (Q2197862) (← 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)
- High-order exponential spline method for pricing European options (Q4646565) (← links)