Quintic B-spline collocation approach for solving generalized Black-Scholes equation governing option pricing
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Publication:2006103
DOI10.1016/j.camwa.2015.02.018zbMath1443.65249OpenAlexW1980508838MaRDI QIDQ2006103
Publication date: 8 October 2020
Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.camwa.2015.02.018
Numerical methods (including Monte Carlo methods) (91G60) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Spectral, collocation and related methods for initial value and initial-boundary value problems involving PDEs (65M70)
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