Λεπτομέρειες βιβλιογραφικής εγγραφής
| Τίτλος: |
A reduced-order model based on cubic B-spline basis function and SSP Runge–Kutta procedure to investigate option pricing under jump-diffusion models: A reduced-order model based on cubic B-spline basis function and SSP Runge-Kutta procedure to investigate option pricing under jump-diffusion models |
| Συγγραφείς: |
Mostafa Abbaszadeh, Yasmin Kalhor, Mehdi Dehghan, Marco Donatelli |
| Πηγή: |
Engineering Analysis with Boundary Elements. 150:154-166 |
| Στοιχεία εκδότη: |
Elsevier BV, 2023. |
| Έτος έκδοσης: |
2023 |
| Θεματικοί όροι: |
Black-Scholes model and stock price, option pricing under jump-diffusion, Derivative securities (option pricing, hedging, etc.), European put and call options, Numerical methods (including Monte Carlo methods), proper orthogonal decomposition method, cubic B-spline function and collocation method, pseudospectral method, Probabilistic methods, particle methods, etc. for initial value and initial-boundary value problems involving PDEs, 0101 mathematics, 01 natural sciences, Numerical computation using splines |
| Τύπος εγγράφου: |
Article |
| Περιγραφή αρχείου: |
application/xml |
| Γλώσσα: |
English |
| ISSN: |
0955-7997 |
| DOI: |
10.1016/j.enganabound.2023.01.022 |
| Rights: |
Elsevier TDM |
| Αριθμός Καταχώρησης: |
edsair.doi.dedup.....fdc3cae1de4a0ff1ca7f86ba4eda7bc3 |
| Βάση Δεδομένων: |
OpenAIRE |