مشخصات پژوهش

In this paper‎, ‎the polynomial differential quadrature method (PDQM) is implemented to find the numerical solution of the generalized Black-Scholes partial differential equation‎. ‎The PDQM reduces the problem into a system of first order non-linear differential equations and then‎, ‎the obtained system is solved by optimal four-stage‎, ‎order three strong stability-preserving time-stepping Runge-Kutta (SSP-RK43) scheme‎. ‎Numerical examples are given to illustrate the efficiency of the proposed method‎.