Numerical analysis of time fractional Black-Scholes European option pricing model arising in financial market (Q2326366): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1007/s40314-019-0957-7 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1007/S40314-019-0957-7 / rank | |||
Normal rank | |||
Latest revision as of 01:42, 18 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical analysis of time fractional Black-Scholes European option pricing model arising in financial market |
scientific article |
Statements
Numerical analysis of time fractional Black-Scholes European option pricing model arising in financial market (English)
0 references
7 October 2019
0 references
time fractional Black-Scholes model
0 references
European option
0 references
radial basis functions
0 references
collocation methods
0 references
stability
0 references
convergence
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
