scientific article; zbMATH DE number 6961663

DOI10.3969/J.ISSN.1001-8395.2018.02.015zbMath1413.65388MaRDI QIDQ4688817

Beibei Wu

Publication date: 22 October 2018

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

finite difference methodBlack-Scholes equationcubic B-splineEuropean put option

Mathematics Subject Classification ID

Numerical computation using splines (65D07) Numerical methods (including Monte Carlo methods) (91G60) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Derivative securities (option pricing, hedging, etc.) (91G20) Spectral, collocation and related methods for initial value and initial-boundary value problems involving PDEs (65M70)

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