A copy of this work was available on the public web and has been preserved in the Wayback Machine. The capture dates from 2019; you can also visit the original URL.
The file type is
Based on the reproducing kernel Hilbert space method, a new approach is proposed to approximate the solution of the Black-Scholes equation with Dirichlet boundary conditions and introduce the reproducing kernel properties in which the initial conditions of the problem are satisfied. Based on reproducing kernel theory, reproducing kernel functions with a polynomial form will be constructed in the reproducing kernel spaces spanned by the generalized Jacobi basis polynomials. Some new errordoi:10.3846/mma.2018.032 fatcat:esspb3meyvdsdllr3rbrajgl5y