A robust numerical scheme for a time-fractional Black-Scholes partial differential equation describing stock exchange dynamics (Q2131687): Difference between revisions
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Revision as of 18:51, 19 March 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 |
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A robust numerical scheme for a time-fractional Black-Scholes partial differential equation describing stock exchange dynamics (English)
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26 April 2022
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option pricing
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non-random fractal dynamics
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time-fractional Black-Scholes PDE
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numerical method
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