Quintic B-spline collocation approach for solving generalized Black-Scholes equation governing option pricing (Q2006103)
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scientific article; zbMATH DE number 7258229
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Quintic B-spline collocation approach for solving generalized Black-Scholes equation governing option pricing |
scientific article; zbMATH DE number 7258229 |
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Quintic B-spline collocation approach for solving generalized Black-Scholes equation governing option pricing (English)
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8 October 2020
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option pricing
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generalized Black-Scholes equation
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collocation
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quintic B-spline
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stability
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convergence
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