scholarly journals A Novel Fourier Transform B-Spline Method for Option Pricing

2013 ◽  
Author(s):  
Gareth Gordon Haslip ◽  
Vladimir K. Kaishev
Keyword(s):  
Fourier Transform ◽  
Option Pricing ◽  
Spline Method ◽  
B Spline

scholarly journals A novel Fourier transform B-spline method for option pricing

2015 ◽  
Vol 19 (1) ◽  
pp. 41-74 ◽  
Author(s):  
Gareth G. Haslip ◽  
Vladimir K. Kaishev
Keyword(s):  
Fourier Transform ◽  
Option Pricing ◽  
Spline Method ◽  
B Spline

Are actuarial crop insurance rates fair?: an analysis using a penalized bivariate B ‐spline method

2019 ◽  
Vol 68 (5) ◽  
pp. 1207-1232 ◽  
Author(s):  
Michael J. Price ◽  
Cindy L. Yu ◽  
David A. Hennessy ◽  
Xiaodong Du
Keyword(s):  
Crop Insurance ◽  
Spline Method ◽  
B Spline ◽  
Insurance Rates

scholarly journals Numerical approximation for the solution of linear sixth order boundary value problems by cubic B-spline

2019 ◽  
Vol 2019 (1) ◽  
Author(s):  
A. Khalid ◽  
M. N. Naeem ◽  
P. Agarwal ◽  
A. Ghaffar ◽  
Z. Ullah ◽  
...  
Keyword(s):  
Numerical Approximation ◽  
Analytic Solution ◽  
Linear Equations ◽  
Computational Cost ◽  
Spline Method ◽  
System Of Linear Equations ◽  
Approximation Solution ◽  
B Spline ◽  
Novel Technique ◽  
Derivatives Of

AbstractIn the current paper, authors proposed a computational model based on the cubic B-spline method to solve linear 6th order BVPs arising in astrophysics. The prescribed method transforms the boundary problem to a system of linear equations. The algorithm we are going to develop in this paper is not only simply the approximation solution of the 6th order BVPs using cubic B-spline, but it also describes the estimated derivatives of 1st order to 6th order of the analytic solution at the same time. This novel technique has lesser computational cost than numerous other techniques and is second order convergent. To show the efficiency of the proposed method, four numerical examples have been tested. The results are described using error tables and graphs and are compared with the results existing in the literature.

scholarly journals Numerical Solution of Nonlinear Schrödinger Equation with Neumann Boundary Conditions Using Quintic B-Spline Galerkin Method

Symmetry ◽  
2019 ◽  
Vol 11 (4) ◽  
pp. 469 ◽  
Author(s):  
Azhar Iqbal ◽  
Nur Nadiah Abd Hamid ◽  
Ahmad Izani Md. Ismail
Keyword(s):  
Finite Element Method ◽  
Finite Element ◽  
Boundary Conditions ◽  
Numerical Solution ◽  
Neumann Boundary ◽  
Neumann Boundary Conditions ◽  
Spline Method ◽  
Galerkin Finite Element Method ◽  
Galerkin Finite Element ◽  
B Spline

This paper is concerned with the numerical solution of the nonlinear Schrödinger (NLS) equation with Neumann boundary conditions by quintic B-spline Galerkin finite element method as the shape and weight functions over the finite domain. The Galerkin B-spline method is more efficient and simpler than the general Galerkin finite element method. For the Galerkin B-spline method, the Crank Nicolson and finite difference schemes are applied for nodal parameters and for time integration. Two numerical problems are discussed to demonstrate the accuracy and feasibility of the proposed method. The error norms L 2 , L ∞ and conservation laws I 1 ,   I 2 are calculated to check the accuracy and feasibility of the method. The results of the scheme are compared with previously obtained approximate solutions and are found to be in good agreement.

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