scientific article

zbMATH Open1192.91189MaRDI QIDQ3560360

Hikmet Caglar, Muge Iseri, Nazan Caglar, Mehmet Özer

Publication date: 14 May 2010

Title of this publication is not available (Why is that?)

zbMATH Keywords

Black-Scholes equationB-spline method

Mathematics Subject Classification ID

Numerical computation using splines (65D07) Numerical methods (including Monte Carlo methods) (91G60)

Related Items (2)

SINH-ACCELERATION FOR B-SPLINE PROJECTION WITH OPTION PRICING APPLICATIONS ⋮ A robust nonuniform B-spline collocation method for solving the generalized Black-Scholes equation

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