Pages that link to "Item:Q5398455"

The following pages link to A robust nonuniform B-spline collocation method for solving the generalized Black-Scholes equation (Q5398455):

Displaying 14 items.

• Second order accurate IMEX methods for option pricing under Merton and Kou jump-diffusion models (Q897123) (← links)
• Cubic spline method for a generalized Black-Scholes equation (Q1718497) (← links)
• A fourth-order non-uniform mesh optimal B-spline collocation method for solving a strongly nonlinear singular boundary value problem describing electrohydrodynamic flow of a fluid (Q1986183) (← 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)
• 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)
• 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)
• A novel adaptive mesh strategy for singularly perturbed parabolic convection diffusion problems (Q2415435) (← links)
• Bilinear collocation method for fuzzy Black-Scholes equation (Q2960616) (← links)
• High-order exponential spline method for pricing European options (Q4646565) (← links)
• (Q6119093) (← links)