"An efficient numerical method based on redefined cubic B-spline basis ..."

Pradip Roul, V. M. K. Prasad Goura (2022)

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DOI: 10.1016/J.CAM.2021.113774

access: closed

type: Journal Article

metadata version: 2021-11-03

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Pradip Roul, V. M. K. Prasad Goura:
An efficient numerical method based on redefined cubic B-spline basis functions for pricing Asian options. J. Comput. Appl. Math. 401: 113774 (2022)

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