The impact of the Chebyshev collocation method on solutions of the time-fractional Black-Scholes (Q2041179): Difference between revisions

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Latest revision as of 05:12, 26 July 2024

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The impact of the Chebyshev collocation method on solutions of the time-fractional Black-Scholes
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    The impact of the Chebyshev collocation method on solutions of the time-fractional Black-Scholes (English)
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    15 July 2021
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    time-fractional Black-Scholes equation
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    collocation method
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    Chebyshev polynomials of the second kind
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    linear interpolation
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    convergence order and rate
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    stability
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