In this paper, we present a numerical method for pricing European options. This approximation method is based on the characteristic function and family of B-Spline function (including: Linear, Quadratic and Cubic B-Spline)

A numerical method for solving a class of fractional optimal control problems (FOCPs) is presented. First, the FOCP is transformed into an equivalent variational problem, then using Lagrange polynomials, the problem is reduced to the problem of solving a system of algebraic equations. With the...