Approximation of time fractional Black-Scholes equation via radial kernels and transformations (Q5229310): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 19:22, 5 March 2024
scientific article; zbMATH DE number 7094233
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximation of time fractional Black-Scholes equation via radial kernels and transformations |
scientific article; zbMATH DE number 7094233 |
Statements
Approximation of time fractional Black-Scholes equation via radial kernels and transformations (English)
0 references
14 August 2019
0 references
local kernel based method
0 references
Black-Scholes model
0 references
contour integration
0 references
quadrature rule
0 references
PDEs
0 references
