Search Results - "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 by Abbaszadeh, Mostafa, Kalhor, Yasmin, Dehghan, Mehdi, Donatelli, Marco

“…The purpose of this research is to develop a numerical method that can be used to deal with option pricing in jump-diffusion models. The proposed model is made…”
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