A cubic B-spline collocation method for a numerical solution of the generalized Black-Scholes equation
type: Item
instance of: scholarly article
title: A cubic B-spline collocation method for a numerical solution of the generalized Black-Scholes equation
zbMATH Open document ID: 1255.91431
author: M. K. Kadalbajoo
author: Lok Pati Tripathi
author: Alpesh Kumar
published in: Mathematical and Computer Modelling
publication date: 2013-01-27T00:00:00Z
Mathematics Subject Classification ID: 91G60
Mathematics Subject Classification ID: 65M70
Mathematics Subject Classification ID: 65M12
Mathematics Subject Classification ID: 91G20
zbMATH DE Number: 6131056
zbMATH Keywords: option pricing
zbMATH Keywords: generalized black
zbMATH Keywords: Scholes equation
zbMATH Keywords: collocation
zbMATH Keywords: B-spline
zbMATH Keywords: method of lines
zbMATH Keywords: rannacher time-stepping technique
MaRDI profile type: Publication
full work available at URL: j.mcm.2011.10.040
OpenAlex ID: W2057949621
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DOI: 10.1016/J.MCM.2011.10.040
description: scientific article; zbMATH DE number 6131056