scholarly journals Quintic B-spline collocation approach for solving generalized Black–Scholes equation governing option pricing

2015 ◽  
Vol 69 (8) ◽  
pp. 777-797 ◽  
Author(s):  
Reza Mohammadi
Keyword(s):  
Option Pricing ◽  
Spline Collocation ◽  
B Spline ◽  
Black Scholes ◽  
Collocation Approach

scholarly journals Application of Hybrid Cubic B-Spline Collocation Approach for Solving a Generalized Nonlinear Klien-Gordon Equation

2014 ◽  
Vol 2014 ◽  
pp. 1-10 ◽  
Author(s):  
Shazalina Mat Zin ◽  
Ahmad Abd Majid ◽  
Ahmad Izani Md. Ismail ◽  
Muhammad Abbas
Keyword(s):  
Approximate Solution ◽  
Space Dimension ◽  
Gordon Equation ◽  
Time Derivative ◽  
Test Problems ◽  
Spline Collocation ◽  
B Spline ◽  
Implicit Approach ◽  
Collocation Approach ◽  
Good Agreement

The generalized nonlinear Klien-Gordon equation is important in quantum mechanics and related fields. In this paper, a semi-implicit approach based on hybrid cubic B-spline is presented for the approximate solution of the nonlinear Klien-Gordon equation. The usual finite difference approach is used to discretize the time derivative while hybrid cubic B-spline is applied as an interpolating function in the space dimension. The results of applications to several test problems indicate good agreement with known solutions.

A cubic trigonometric B-spline collocation approach for the fractional sub-diffusion equations

2017 ◽  
Vol 293 ◽  
pp. 311-319 ◽  
Author(s):  
Muhammad Yaseen ◽  
Muhammad Abbas ◽  
Ahmad Izani Ismail ◽  
Tahir Nazir
Keyword(s):  
Diffusion Equations ◽  
Spline Collocation ◽  
B Spline ◽  
Collocation Approach
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