An adaptive moving mesh method for a time-fractional Black-Scholes equation (Q2142034): Difference between revisions

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Latest revision as of 02:23, 29 July 2024

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An adaptive moving mesh method for a time-fractional Black-Scholes equation
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    An adaptive moving mesh method for a time-fractional Black-Scholes equation (English)
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    25 May 2022
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    option valuation
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    Black-Scholes equation
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    fractional-order derivative
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    finite difference method
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    adaptive moving mesh
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