{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,4,8]],"date-time":"2026-04-08T03:02:49Z","timestamp":1775617369421,"version":"3.50.1"},"reference-count":41,"publisher":"Elsevier BV","license":[{"start":{"date-parts":[[2026,5,1]],"date-time":"2026-05-01T00:00:00Z","timestamp":1777593600000},"content-version":"tdm","delay-in-days":0,"URL":"https:\/\/www.elsevier.com\/tdm\/userlicense\/1.0\/"},{"start":{"date-parts":[[2026,5,1]],"date-time":"2026-05-01T00:00:00Z","timestamp":1777593600000},"content-version":"tdm","delay-in-days":0,"URL":"https:\/\/www.elsevier.com\/legal\/tdmrep-license"},{"start":{"date-parts":[[2026,5,1]],"date-time":"2026-05-01T00:00:00Z","timestamp":1777593600000},"content-version":"stm-asf","delay-in-days":0,"URL":"https:\/\/doi.org\/10.15223\/policy-017"},{"start":{"date-parts":[[2026,5,1]],"date-time":"2026-05-01T00:00:00Z","timestamp":1777593600000},"content-version":"stm-asf","delay-in-days":0,"URL":"https:\/\/doi.org\/10.15223\/policy-037"},{"start":{"date-parts":[[2026,5,1]],"date-time":"2026-05-01T00:00:00Z","timestamp":1777593600000},"content-version":"stm-asf","delay-in-days":0,"URL":"https:\/\/doi.org\/10.15223\/policy-012"},{"start":{"date-parts":[[2026,5,1]],"date-time":"2026-05-01T00:00:00Z","timestamp":1777593600000},"content-version":"stm-asf","delay-in-days":0,"URL":"https:\/\/doi.org\/10.15223\/policy-029"},{"start":{"date-parts":[[2026,5,1]],"date-time":"2026-05-01T00:00:00Z","timestamp":1777593600000},"content-version":"stm-asf","delay-in-days":0,"URL":"https:\/\/doi.org\/10.15223\/policy-004"}],"content-domain":{"domain":["elsevier.com","sciencedirect.com"],"crossmark-restriction":true},"short-container-title":["Computers &amp; Mathematics with Applications"],"published-print":{"date-parts":[[2026,5]]},"DOI":"10.1016\/j.camwa.2026.02.005","type":"journal-article","created":{"date-parts":[[2026,2,14]],"date-time":"2026-02-14T11:10:21Z","timestamp":1771067421000},"page":"44-56","update-policy":"https:\/\/doi.org\/10.1016\/elsevier_cm_policy","source":"Crossref","is-referenced-by-count":0,"special_numbering":"C","title":["Adaptive isogeometric analysis with truncated hierarchical B-splines for nonlinear option pricing problems"],"prefix":"10.1016","volume":"209","author":[{"ORCID":"https:\/\/orcid.org\/0009-0002-5403-0021","authenticated-orcid":false,"given":"Ruo-Xi","family":"Yu","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"78","reference":[{"issue":"3","key":"10.1016\/j.camwa.2026.02.005_bib0001","doi-asserted-by":"crossref","first-page":"637","DOI":"10.1086\/260062","article-title":"The pricing of options and corporate liabilities","volume":"81","author":"Black","year":"1973","journal-title":"J. Polit. Econ."},{"issue":"2","key":"10.1016\/j.camwa.2026.02.005_bib0002","doi-asserted-by":"crossref","first-page":"327","DOI":"10.1093\/rfs\/6.2.327","article-title":"A closed-form solution for options with stochastic volatility with applications to bond and currency options","volume":"6","author":"Heston","year":"1993","journal-title":"Rev. Financ. Stud."},{"issue":"7","key":"10.1016\/j.camwa.2026.02.005_bib0003","doi-asserted-by":"crossref","first-page":"17205","DOI":"10.3934\/math.2024836","article-title":"An improved approximate method for solving two-dimensional time-fractional-order black-Scholes model: a finite difference approach","volume":"9","author":"Prathumwan","year":"2024","journal-title":"AIMS Math."},{"issue":"4","key":"10.1016\/j.camwa.2026.02.005_bib0004","doi-asserted-by":"crossref","first-page":"4769","DOI":"10.1002\/mma.10576","article-title":"An efficient numerical approach for solving three-dimensional black-Scholes equation with stochastic volatility","volume":"48","author":"Ngondiep","year":"2025","journal-title":"Math. Methods Appl. Sci."},{"issue":"3","key":"10.1016\/j.camwa.2026.02.005_bib0005","doi-asserted-by":"crossref","first-page":"61","DOI":"10.1007\/s10915-020-01252-7","article-title":"A spectral element method for option pricing under regime-switching with jumps","volume":"83","author":"Tour","year":"2020","journal-title":"J. Sci. Comput."},{"key":"10.1016\/j.camwa.2026.02.005_bib0006","doi-asserted-by":"crossref","first-page":"152","DOI":"10.1016\/j.apnum.2021.02.009","article-title":"A space-time spectral method for time-fractional black-Scholes equation","volume":"165","author":"An","year":"2021","journal-title":"Appl. Numer. Math."},{"key":"10.1016\/j.camwa.2026.02.005_bib0007","first-page":"248","article-title":"Selection of shape parameter in radial basis functions for solution of time-fractional black-Scholes models","volume":"335","author":"Haq","year":"2018","journal-title":"Appl. Math. Comput."},{"issue":"4","key":"10.1016\/j.camwa.2026.02.005_bib0008","doi-asserted-by":"crossref","first-page":"173","DOI":"10.1007\/s40314-019-0957-7","article-title":"Numerical analysis of time fractional black-Scholes european option pricing model arising in financial market","volume":"38","author":"Golbabaid","year":"2019","journal-title":"Comput. Appl. Math."},{"issue":"4","key":"10.1016\/j.camwa.2026.02.005_bib0009","doi-asserted-by":"crossref","first-page":"617","DOI":"10.3390\/math13040617","article-title":"Deep learning artificial neural network for pricing multi-asset european options","volume":"13","author":"Zhou","year":"2025","journal-title":"Mathematics"},{"key":"10.1016\/j.camwa.2026.02.005_bib0010","doi-asserted-by":"crossref","DOI":"10.1016\/j.physa.2025.130371","article-title":"Parameter identification of the black-Scholes model driven by multiplicative fractional brownian motion","volume":"660","author":"Hou","year":"2025","journal-title":"Physica A-Stat. Mech. Appl."},{"issue":"39\u201341","key":"10.1016\/j.camwa.2026.02.005_bib0011","doi-asserted-by":"crossref","first-page":"4135","DOI":"10.1016\/j.cma.2004.10.008","article-title":"Isogeometric analysis: CAD, finite elements, NURBS, exact geometry and mesh refinement","volume":"194","author":"Hughes","year":"2005","journal-title":"Comput. Methods Appl. Mech. Eng."},{"issue":"5","key":"10.1016\/j.camwa.2026.02.005_bib0012","doi-asserted-by":"crossref","first-page":"1228","DOI":"10.1002\/nme.6893","article-title":"Isogeometric analysis of 3D solids in boundary representation for problems in nonlinear solid mechanics and structural dynamics","volume":"123","author":"Chasapi","year":"2022","journal-title":"Int. J. Numer. Methods Eng."},{"key":"10.1016\/j.camwa.2026.02.005_bib0013","doi-asserted-by":"crossref","first-page":"298","DOI":"10.1016\/j.enganabound.2021.04.014","article-title":"IG-DRBEM Of three-dimensional transient heat conduction problems","volume":"128","author":"Yu","year":"2021","journal-title":"Eng. Anal. Bound. Elem."},{"key":"10.1016\/j.camwa.2026.02.005_bib0014","doi-asserted-by":"crossref","DOI":"10.1016\/j.apm.2025.115956","article-title":"Sensitivity analysis of transverse electric polarized electromagnetic scattering with isogeometric boundary elements accelerated by a fast multipole method","volume":"141","author":"Chen","year":"2025","journal-title":"Appl. Math. Model."},{"issue":"SI","key":"10.1016\/j.camwa.2026.02.005_bib0015","doi-asserted-by":"crossref","first-page":"1098","DOI":"10.1016\/j.cma.2014.11.035","article-title":"Isogeometric analysis of sound propagation through laminar flow in 2-dimensional ducts","volume":"284","author":"N\u00f8rtoft","year":"2015","journal-title":"Comput Methods Appl Mech Eng"},{"issue":"3","key":"10.1016\/j.camwa.2026.02.005_bib0016","doi-asserted-by":"crossref","first-page":"1709","DOI":"10.3390\/app13031709","article-title":"T-Splines For isogeometric analysis of the large deformation of elastoplastic kirchhoff-Love shells","volume":"13","author":"Guo","year":"2023","journal-title":"Appl. Sci.-Basel"},{"key":"10.1016\/j.camwa.2026.02.005_bib0017","doi-asserted-by":"crossref","DOI":"10.1016\/j.cma.2019.112754","article-title":"Application of PHT-splines in bending and vibration analysis of cracked kirchhoff-Love plates","volume":"361","author":"Videla","year":"2020","journal-title":"Comput. Methods Appl. Mech. Eng."},{"key":"10.1016\/j.camwa.2026.02.005_bib0018","doi-asserted-by":"crossref","DOI":"10.1016\/j.cma.2020.113230","article-title":"Adaptive refinement with locally linearly independent LR B-splines: theory and applications","volume":"369","author":"Patrizi","year":"2020","journal-title":"Comput. Methods Appl. Mech. Eng."},{"key":"10.1016\/j.camwa.2026.02.005_bib0019","doi-asserted-by":"crossref","DOI":"10.1016\/j.cagd.2022.102133","article-title":"Constructing planar domain parameterization with HB-splines via quasi-conformal mapping","volume":"97","author":"Pan","year":"2022","journal-title":"Comput. Aided Geom. Des."},{"key":"10.1016\/j.camwa.2026.02.005_bib0020","doi-asserted-by":"crossref","first-page":"133","DOI":"10.1016\/j.camwa.2024.02.050","article-title":"An isogeometric approach to coupled thermomechanics in 3D via hierarchical adaptivity","volume":"162","author":"Carraturo","year":"2024","journal-title":"Comput. Math. Appl."},{"issue":"23\u201324","key":"10.1016\/j.camwa.2026.02.005_bib0021","doi-asserted-by":"crossref","first-page":"1437","DOI":"10.1016\/j.cma.2009.12.004","article-title":"Linear independence of the T-spline blending functions associated with some particular T-meshes","volume":"199","author":"Buffa","year":"2010","journal-title":"Comput. Methods Appl. Mech. Eng."},{"key":"10.1016\/j.camwa.2026.02.005_bib0022","doi-asserted-by":"crossref","first-page":"149","DOI":"10.1016\/j.gmod.2015.06.011","article-title":"A new basis for PHT-splines","volume":"82","author":"Kang","year":"2015","journal-title":"Graph. Models"},{"issue":"6","key":"10.1016\/j.camwa.2026.02.005_bib0023","doi-asserted-by":"crossref","first-page":"1583","DOI":"10.1007\/s00466-018-1580-y","article-title":"Meshfree truncated hierarchical refinement for isogeometric analysis","volume":"62","author":"Atri","year":"2018","journal-title":"Comput. Mech."},{"issue":"2","key":"10.1016\/j.camwa.2026.02.005_bib0024","doi-asserted-by":"crossref","first-page":"337","DOI":"10.1002\/nme.1620240206","article-title":"A simple error estimator and adaptive procedure for practical engineerng analysis","volume":"24","author":"Zienkiewicz","year":"1987","journal-title":"Int. J. Numer. Methods Eng."},{"issue":"6","key":"10.1016\/j.camwa.2026.02.005_bib0025","doi-asserted-by":"crossref","first-page":"705","DOI":"10.1002\/nme.1903","article-title":"Improvement of the superconvergent patch recovery technique by the use of constraint equations:: the SPR-C technique","volume":"70","author":"R\u00f3denas","year":"2007","journal-title":"Int. J. Numer. Methods Eng."},{"key":"10.1016\/j.camwa.2026.02.005_bib0026","doi-asserted-by":"crossref","first-page":"704","DOI":"10.1016\/j.cma.2018.04.013","article-title":"Adaptive multi-patch isogeometric analysis based on locally refined B-splines","volume":"339","author":"Gu","year":"2018","journal-title":"Comput. Methods Appl. Mech. Eng."},{"issue":"5","key":"10.1016\/j.camwa.2026.02.005_bib0027","doi-asserted-by":"crossref","first-page":"738","DOI":"10.1002\/nag.2425","article-title":"Adaptive isogeometric finite element analysis of steady-state groundwater flow","volume":"40","author":"Bekele","year":"2016","journal-title":"Int. J. Numer. Anal. Methods Geomech."},{"key":"10.1016\/j.camwa.2026.02.005_bib0028","doi-asserted-by":"crossref","first-page":"1086","DOI":"10.1016\/j.cma.2016.11.014","article-title":"Superconvergent patch recovery and a posteriori error estimation technique in adaptive isogeometric analysis","volume":"316","author":"Kumar","year":"2017","journal-title":"Comput. Methods Appl. Mech. Eng."},{"issue":"4","key":"10.1016\/j.camwa.2026.02.005_bib0029","first-page":"93","article-title":"Pricing american call options using the black-Scholes equation with a nonlinear volatility function","volume":"23","author":"Grossinho","year":"2020","journal-title":"J. Comput. Finance"},{"key":"10.1016\/j.camwa.2026.02.005_bib0030","doi-asserted-by":"crossref","DOI":"10.1016\/j.cnsns.2021.105986","article-title":"Nonlinear PDE model for european options with transaction costs under heston stochastic volatility","volume":"103","author":"Lu","year":"2021","journal-title":"Commun. Nonlinear Sci. Numer. Simul."},{"key":"10.1016\/j.camwa.2026.02.005_bib0031","doi-asserted-by":"crossref","DOI":"10.1016\/j.chaos.2022.112581","article-title":"Pricing american options with stochastic volatility and small nonlinear price impact: a PDE approach","volume":"163","author":"Yan","year":"2022","journal-title":"Chaos Soliton. Fractal."},{"issue":"7","key":"10.1016\/j.camwa.2026.02.005_bib0032","doi-asserted-by":"crossref","first-page":"194","DOI":"10.1007\/s00009-024-02740-y","article-title":"An efficient fourth-order numerical scheme for nonlinear multi-asset option pricing problems","volume":"21","author":"Bansal","year":"2024","journal-title":"Mediterranean J. Math."},{"issue":"2","key":"10.1016\/j.camwa.2026.02.005_bib0033","doi-asserted-by":"crossref","first-page":"426","DOI":"10.1016\/j.camwa.2019.07.011","article-title":"An RBF-FD sparse scheme to simulate high-dimensional black-Scholes partial differential equations","volume":"79","author":"Ullah","year":"2020","journal-title":"Comput. Math. Appl."},{"issue":"2","key":"10.1016\/j.camwa.2026.02.005_bib0034","doi-asserted-by":"crossref","first-page":"893","DOI":"10.1007\/s10614-023-10364-9","article-title":"A bilinear pseudo-spectral method for solving two-asset european and american pricing options","volume":"63","author":"Khasi","year":"2024","journal-title":"Comput. Econ."},{"key":"10.1016\/j.camwa.2026.02.005_bib0035","doi-asserted-by":"crossref","DOI":"10.1016\/j.enganabound.2024.105751","article-title":"Generalized finite integration method with laplace transform for european option pricing under black-Scholes and heston models","volume":"164","author":"Ma","year":"2024","journal-title":"Eng. Anal. Bound. Elem."},{"issue":"7, SI","key":"10.1016\/j.camwa.2026.02.005_bib0036","doi-asserted-by":"crossref","first-page":"485","DOI":"10.1016\/j.cagd.2012.03.025","article-title":"THB-Splines: the truncated basis for hierarchical splines","volume":"29","author":"Giannelli","year":"2012","journal-title":"Comput. Aided Geom. Des."},{"key":"10.1016\/j.camwa.2026.02.005_bib0037","doi-asserted-by":"crossref","DOI":"10.1016\/j.cam.2020.112881","article-title":"A sixth order numerical method and its convergence for generalized black-Scholes PDE","volume":"377","author":"Roul","year":"2020","journal-title":"J. Comput. Appl. Math."},{"issue":"6","key":"10.1016\/j.camwa.2026.02.005_bib0038","doi-asserted-by":"crossref","first-page":"541","DOI":"10.1002\/nme.3121","article-title":"X-FEM In isogeometric analysis for linear fracture mechanics","volume":"87","author":"De Luycker","year":"2011","journal-title":"Int. J. Numer. Methods Eng."},{"issue":"3","key":"10.1016\/j.camwa.2026.02.005_bib0039","first-page":"1315","article-title":"Adaptive extended isogeometric analysis for steady-state heat transfer in heterogeneous media","volume":"126","author":"Fang","year":"2021","journal-title":"Comput. Model. Eng. Sci."},{"key":"10.1016\/j.camwa.2026.02.005_bib0040","doi-asserted-by":"crossref","DOI":"10.1016\/j.compstruct.2024.118326","article-title":"Adaptive multi-patch isogeometric analysis with truncated hierarchical B-splines in isotropic\/orthotropic media","volume":"345","author":"Wang","year":"2024","journal-title":"Compos. Struct."},{"key":"10.1016\/j.camwa.2026.02.005_bib0041","doi-asserted-by":"crossref","first-page":"235","DOI":"10.1016\/j.aej.2024.10.083","article-title":"Numerically pricing american and european options using a time fractional black-Scholes model in financial decision-making","volume":"112","author":"Nikan","year":"2025","journal-title":"Alexandria Eng. J."}],"container-title":["Computers &amp; Mathematics with Applications"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/api.elsevier.com\/content\/article\/PII:S0898122126000684?httpAccept=text\/xml","content-type":"text\/xml","content-version":"vor","intended-application":"text-mining"},{"URL":"https:\/\/api.elsevier.com\/content\/article\/PII:S0898122126000684?httpAccept=text\/plain","content-type":"text\/plain","content-version":"vor","intended-application":"text-mining"}],"deposited":{"date-parts":[[2026,4,8]],"date-time":"2026-04-08T02:40:01Z","timestamp":1775616001000},"score":1,"resource":{"primary":{"URL":"https:\/\/linkinghub.elsevier.com\/retrieve\/pii\/S0898122126000684"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2026,5]]},"references-count":41,"alternative-id":["S0898122126000684"],"URL":"https:\/\/doi.org\/10.1016\/j.camwa.2026.02.005","relation":{},"ISSN":["0898-1221"],"issn-type":[{"value":"0898-1221","type":"print"}],"subject":[],"published":{"date-parts":[[2026,5]]},"assertion":[{"value":"Elsevier","name":"publisher","label":"This article is maintained by"},{"value":"Adaptive isogeometric analysis with truncated hierarchical B-splines for nonlinear option pricing problems","name":"articletitle","label":"Article Title"},{"value":"Computers & Mathematics with Applications","name":"journaltitle","label":"Journal Title"},{"value":"https:\/\/doi.org\/10.1016\/j.camwa.2026.02.005","name":"articlelink","label":"CrossRef DOI link to publisher maintained version"},{"value":"article","name":"content_type","label":"Content Type"},{"value":"\u00a9 2026 Elsevier Ltd. All rights are reserved, including those for text and data mining, AI training, and similar technologies.","name":"copyright","label":"Copyright"}]}}