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

, , and . Math. Comput. Model., 55 (3-4): 1483-1505 (2012)

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Second Order Accurate IMEX Methods for Option Pricing Under Merton and Kou Jump-Diffusion Models., , and . J. Sci. Comput., 65 (3): 979-1024 (2015)Application of radial basis function with L-stable Padé time marching scheme for pricing exotic option., , and . Comput. Math. Appl., 66 (4): 500-511 (2013)A cubic B-spline collocation method for a numerical solution of the generalized Black-Scholes equation., , and . Math. Comput. Model., 55 (3-4): 1483-1505 (2012)Application of the local radial basis function-based finite difference method for pricing American options., , and . Int. J. Comput. Math., 92 (8): 1608-1624 (2015)A radial basis functions based finite differences method for wave equation with an integral condition., , and . Appl. Math. Comput., (2015)Optimal error analysis of a non-uniform IMEX-L1 finite element method for time fractional PDEs and PIDEs., , and . CoRR, (2023)Radial-basis-function-based finite difference operator splitting method for pricing American options., , and . Int. J. Comput. Math., 95 (11): 2343-2359 (2018)An Error Analysis of a Finite Element Method with IMEX-Time Semidiscretizations for Some Partial Integro-differential Inequalities Arising in the Pricing of American Options., , and . SIAM J. Numer. Anal., 55 (2): 869-891 (2017)