Publication | Closed Access
A cubic B-spline collocation method for a numerical solution of the generalized Black–Scholes equation
74
Citations
25
References
2011
Year
Numerical AnalysisMethod Of Fundamental SolutionNumerical ComputationGeneralized Black–scholes EquationNumerical SolutionSpline (Mathematics)Numerical TreatmentNumerical Method For Partial Differential Equation
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