Pricing of European options using a cubic spline collocation method

被引：0
|
作者：
Serghini, A. [1 ]
El hajaji, A. [2 ]
Mermri, E.B. [3 ]
Hilal, K. [2 ]
机构：
[1] MATSI Laboratory, ESTO, University Mohammed Premier, 60050 Oujda, Morocco
[2] Department of Mathematics, FST, University Sultan Moulay Slimane, Beni-Mellal, Morocco
[3] Department of Mathematics and Computer Science, Faculty of Science, University Mohammed Premier, 60050 Oujda, Morocco
来源：
International Journal of Applied Mathematics and Statistics | 2013年 / 47卷 / 17期
关键词：
Investments - Partial differential equations - Plates (structural components) - Polynomials - Numerical methods - Interpolation;
D O I：
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摘要：
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页码：15 / 28
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