%0 Journal Article %A sarvari, ‎Zahra‎‎ ‎ %A Ranjbar, Mojtaba %A Rezapour, Shahram %T Polynomial differential quadrature method for numerical solution of the generalized Black-Scholes ‎equation %J Mathematical Analysis and Convex Optimization %V 2 %N 1 %U http://maco.lu.ac.ir/article-1-80-en.html %R 10.52547/maco.2.1.12 %D 2021 %K ‎Option pricing‎, ‎Generalized Black-Scholes equation‎, ‎Numerical solutions‎, ‎Polynomial differential quadrature method (PDQM)‎, ‎Runge-Kutta method., %X 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. %> http://maco.lu.ac.ir/article-1-80-en.pdf %P 119-130 %& 119 %! %9 Research Article %L A-10-58-2 %+ Faculty of Finance Sciences, Kharazmi University, Tehran, Iran. Department of Applied Mathematics Azarbaijan Shahid Madani University %G eng %@ 2717-0624 %[ 2021