A new ADI framework for oil option pricing with cubic B-spline and Gauss-Hermite integration

Journal of Computational and Applied Mathematics 2026

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Authors: Fares Alazemi, Abdulaziz Alsenafi

DOI: 10.1016/j.cam.2026.117439

Cited by: 1

References: 23

Fields of Study & Subjects

Stochastic processes and financial applications Capital Investment and Risk Analysis Market Dynamics and Volatility

References 23