A robust nonuniform B-spline collocation method for solving the generalized Black-Scholes equation (Q5398455)
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scientific article; zbMATH DE number 6262450
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A robust nonuniform B-spline collocation method for solving the generalized Black-Scholes equation |
scientific article; zbMATH DE number 6262450 |
Statements
A robust nonuniform B-spline collocation method for solving the generalized Black-Scholes equation (English)
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28 February 2014
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option pricing
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Black-Scholes equation
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method of lines
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finite difference method
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B-spline collocation
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Greville abscissae
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Green's function
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