Suchergebnisse - "Cubic B-spline function and Collocation method"

A reduced-order model based on cubic B-spline basis function and SSP Runge–Kutta procedure to investigate option pricing under jump-diffusion models: A reduced-order model based on cubic B-spline basis function and SSP Runge-Kutta procedure to investigate option pricing under jump-diffusion models

Autoren: Mostafa Abbaszadeh Yasmin Kalhor Mehdi Dehghan et al.

Quelle: Engineering Analysis with Boundary Elements. 150:154-166

Schlagwörter: Black-Scholes model and stock price, option pricing under jump-diffusion, Derivative securities (option pricing, hedging, etc.), European put and call options, Numerical methods (including Monte Carlo methods), proper orthogonal decomposition method, cubic B-spline function and collocation method, pseudospectral method, Probabilistic methods, particle methods, etc. for initial value and initial-boundary value problems involving PDEs, 0101 mathematics, 01 natural sciences, Numerical computation using splines

Dateibeschreibung: application/xml

A reduced-order model based on cubic B-spline basis function and SSP Runge–Kutta procedure to investigate option pricing under jump-diffusion models

Autoren: Abbaszadeh M. Kalhor Y. Dehghan M. et al.

Weitere Verfasser: Abbaszadeh M. Kalhor Y. Dehghan M. et al.

Schlagwörter: Black–Scholes model and stock price, Cubic B-spline function and Collocation method, European put and call option, Option pricing under jump-diffusion, Proper orthogonal decomposition method, Pseudospectral method, eco, socio

Relation: https://hdl.handle.net/11383/2150363

Verfügbarkeit: https://hdl.handle.net/11383/2150363