Quintic B-spline collocation approach for solving generalized Black-Scholes equation governing option pricing
type: Item
instance of: scholarly article
title: Quintic B-spline collocation approach for solving generalized Black-Scholes equation governing option pricing
zbMATH Open document ID: 1443.65249
author: Reza Mohammadi
publication date: 2020-10-08T00:00:00Z
Mathematics Subject Classification ID: 65M70
Mathematics Subject Classification ID: 65M12
Mathematics Subject Classification ID: 91G60
zbMATH DE Number: 7258229
zbMATH Keywords: option pricing
zbMATH Keywords: generalized Black-Scholes equation
zbMATH Keywords: collocation
zbMATH Keywords: quintic B-spline
zbMATH Keywords: stability
zbMATH Keywords: convergence
MaRDI profile type: Publication
full work available at URL: j.camwa.2015.02.018
OpenAlex ID: W1980508838
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DOI: 10.1016/J.CAMWA.2015.02.018
published in: Computers & Mathematics with Applications
description: scientific article; zbMATH DE number 7258229