A robust numerical scheme for a time-fractional Black-Scholes partial differential equation describing stock exchange dynamics (Q2131687): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1016/j.chaos.2021.110753 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1016/J.CHAOS.2021.110753 / rank | |||
Normal rank | |||
Latest revision as of 04:27, 17 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A robust numerical scheme for a time-fractional Black-Scholes partial differential equation describing stock exchange dynamics |
scientific article |
Statements
A robust numerical scheme for a time-fractional Black-Scholes partial differential equation describing stock exchange dynamics (English)
0 references
26 April 2022
0 references
option pricing
0 references
non-random fractal dynamics
0 references
time-fractional Black-Scholes PDE
0 references
numerical method
0 references
0 references
0 references
0 references
0 references
0 references
0 references
