Mohammadi, Reza High-order exponential spline method for pricing European options. (English) Zbl 1419.91653 J. Difference Equ. Appl. 24, No. 11, 1783-1807 (2018). MSC: 91G60 65M06 91G20 PDFBibTeX XMLCite \textit{R. Mohammadi}, J. Difference Equ. Appl. 24, No. 11, 1783--1807 (2018; Zbl 1419.91653) Full Text: DOI
Khabir, Mohmed H. M.; Patidar, Kailash C. Spline approximation method to solve an option pricing problem. (English) Zbl 1254.91748 J. Difference Equ. Appl. 18, No. 11, 1801-1816 (2012). MSC: 91G60 91G20 39A05 65M06 65M12 PDFBibTeX XMLCite \textit{M. H. M. Khabir} and \textit{K. C. Patidar}, J. Difference Equ. Appl. 18, No. 11, 1801--1816 (2012; Zbl 1254.91748) Full Text: DOI