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

Mohan K. Kadalbajoo, Lok Pati Tripathi, Alpesh Kumar. A cubic B-spline collocation method for a numerical solution of the generalized Black-Scholes equation. Mathematical and Computer Modelling, 55(3-4):1483-1505, 2012. [doi]

Abstract

Abstract is missing.