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B-Spline Solution Of The Black-Scholes Partial Differential Equation
(Eudoxus Press, Llc, 1424 Beaver Trail Drive, Cordova, Tn 38016 Usa, 2010-07)
The numerical solutions of several mathematical models In the financial economics arc arising. Most of the models are based on the Black-Scholes partial differential equations. In this paper, the Black-Scholes option pricing ...
Fifth-degree B-spline solution for a fourth-order parabolic partial differential equations
(ELSEVIER SCIENCE INC, 360 PARK AVE SOUTH, NEW YORK, NY 10010-1710 USA, 2008-07-15)
In this paper, we find the numerical solution of a fourth-order parabolic partial differential equation. A family of B-spline methods has been considered for the numerical solution of the problems. The results show that ...