Modified B-spline collocation approach for pricing American style Asian options
type: Item
instance of: scholarly article
title: Modified B-spline collocation approach for pricing American style Asian options
zbMATH Open document ID: 1377.91167
author: J. Rashidinia
author: Sanaz Jamalzadeh
published in: Mediterranean Journal of Mathematics
publication date: 2017-11-01T00:00:00Z
Mathematics Subject Classification ID: 91G60
Mathematics Subject Classification ID: 65M70
Mathematics Subject Classification ID: 41A15
Mathematics Subject Classification ID: 65M12
Mathematics Subject Classification ID: 35Q91
Mathematics Subject Classification ID: 91G20
zbMATH DE Number: 6802116
zbMATH Keywords: option pricing
zbMATH Keywords: two-dimensional Black-Scholes equation
zbMATH Keywords: bi-cubic b-spline
zbMATH Keywords: stability analysis
MaRDI profile type: Publication
full work available at URL: s00009-017-0913-y
OpenAlex ID: W2605195398
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DOI: 10.1007/S00009-017-0913-Y
description: scientific article; zbMATH DE number 6802116