Related DatabasesWeb of Science You must be logged in with an active subscription to view this.Article DataHistorySubmitted: 16 October 2020Accepted: 22 June 2021Published online: 09 September 2021Keywordsrandomized optimal stopping, convergence rates, Bermudan optionsAMS Subject HeadingsPrimary, 60J05; Secondary, 65C05, 65C30, 60G40Publication DataISSN (online): 1945-497XPublisher: Society for...

We present a sixth-order non-polynomial spline method for the solutions of two-point nonlinear boundary value problem u(4)+f(x,u)=0, u(a)=α1, u''(a)= α2, u(b)= β1,u''(b)= β2, in off step points. Numerical method of sixth-order with end conditions of the order 6 is derived. The convergence analysis of the method has been discussed. Numerical examples are presented to illustrate the applications ...