A cubic B-spline collocation method for a numerical solution of the generalized Black-Scholes equation (Q1933924)
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scientific article; zbMATH DE number 6131056
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A cubic B-spline collocation method for a numerical solution of the generalized Black-Scholes equation |
scientific article; zbMATH DE number 6131056 |
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A cubic B-spline collocation method for a numerical solution of the generalized Black-Scholes equation (English)
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27 January 2013
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option pricing
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generalized black
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Scholes equation
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collocation
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B-spline
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method of lines
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rannacher time-stepping technique
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