Numerical analysis of time fractional Black-Scholes European option pricing model arising in financial market (Q2326366): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Changed an Item |
||
| Property / describes a project that uses | |||
| Property / describes a project that uses: Matlab / rank | |||
Normal rank | |||
Revision as of 22:08, 28 February 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
