Pradip Roul, V. M. K. Prasad Goura. An efficient numerical method based on redefined cubic B-spline basis functions for pricing Asian options. J. Computational Applied Mathematics, 401:113774, 2022. [doi]
@article{RoulG22,
title = {An efficient numerical method based on redefined cubic B-spline basis functions for pricing Asian options},
author = {Pradip Roul and V. M. K. Prasad Goura},
year = {2022},
doi = {10.1016/j.cam.2021.113774},
url = {https://doi.org/10.1016/j.cam.2021.113774},
researchr = {https://researchr.org/publication/RoulG22},
cites = {0},
citedby = {0},
journal = {J. Computational Applied Mathematics},
volume = {401},
pages = {113774},
}