Quintic B-spline collocation approach for solving generalized Black-Scholes equation governing option pricing.

Published in: Comput. Math. Appl. (2015)

Keyphrases

b spline
option pricing
black scholes
numerical methods
stock price
decision analysis
basis functions
financial markets
fuzzy numbers
capital budgeting
stock exchange
real option
least squares
co occurrence
stock market
multi criteria
black scholes model
multiscale
fuzzy sets
fuzzy logic