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A cubic B-spline collocation method for a numerical solution of the generalized Black-Scholes equation.

Mohan K. KadalbajooLok Pati TripathiAlpesh Kumar
Published in: Math. Comput. Model. (2012)
Keyphrases
  • numerical solution
  • numerical methods
  • pattern recognition
  • cost function
  • cubic b spline
  • sensitivity analysis
  • differential equations
  • pairwise
  • dynamic programming
  • higher order
  • objective function
  • multiresolution