Pages that link to "Item:Q2006103"
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The following pages link to Quintic B-spline collocation approach for solving generalized Black-Scholes equation governing option pricing (Q2006103):
Displaying 23 items.
- Space-time kernel based numerical method for generalized Black-Scholes equation (Q827488) (← links)
- Smooth quintic spline approximation for nonlinear Schrödinger equations with variable coefficients in one and two dimensions (Q1697597) (← links)
- Fast and accurate calculation of American option prices (Q1715613) (← links)
- A cubic B-spline collocation method for a numerical solution of the generalized Black-Scholes equation (Q1933924) (← links)
- An efficient computational algorithm for pricing European, barrier and American options (Q1993476) (← links)
- A highly accurate algorithm for retrieving the predicted behavior of problems with piecewise-smooth initial data (Q2073958) (← links)
- Optimal algebra and power series solution of fractional Black-Scholes pricing model (Q2099967) (← links)
- Approximate solution of nonlinear Black-Scholes equation via a fully discretized fourth-order method (Q2132839) (← links)
- An accurate solution for the generalized Black-Scholes equations governing option pricing (Q2132964) (← links)
- Rannacher time-marching with orthogonal spline collocation method for retrieving the discontinuous behavior of hedging parameters (Q2141232) (← links)
- A sixth order numerical method and its convergence for generalized Black-Scholes PDE (Q2175832) (← links)
- Implementation of the vehicular occupancy-emission relation using a cubic B-splines collocation method (Q2180307) (← 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)
- Lattice Boltzmann method for the generalized Black-Scholes equation (Q2690052) (← links)
- Bilinear collocation method for fuzzy Black-Scholes equation (Q2960616) (← links)
- Cubic trigonometric B-spline collocation method for Black-Scholes model (Q3175564) (← links)
- Numerical approximation for viscous Cahn–Hilliard equation via septic B-spline (Q3386812) (← links)
- High-order exponential spline method for pricing European options (Q4646565) (← links)
- Robust numerical scheme for nonlinear modified Burgers equation (Q5028570) (← links)
- PDTM Approach to Solve Black Scholes Equation for Powered ML-Payoff Function (Q5076649) (← links)
- SPECTRALLY ACCURATE OPTION PRICING UNDER THE TIME-FRACTIONAL BLACK–SCHOLES MODEL (Q5158755) (← links)
- A robust nonuniform B-spline collocation method for solving the generalized Black-Scholes equation (Q5398455) (← links)
