Option pricing under a Markov modulated model using a cubic B-spline collocation method
2014 ◽
Vol 9
(4)
◽
pp. 356
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Keyword(s):
B Spline
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2013 ◽
Vol 219
(12)
◽
pp. 6565-6575
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2008 ◽
Vol 58
(10)
◽
pp. 1572-1581
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2019 ◽
Vol 43
(1)
◽
pp. 384-397
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