Selection of shape parameter in radial basis functions for solution of time-fractional Black-Scholes models (Q2335579): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1016/j.amc.2018.04.045 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2803296806 / rank | |||
Normal rank |
Revision as of 20:15, 19 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Selection of shape parameter in radial basis functions for solution of time-fractional Black-Scholes models |
scientific article |
Statements
Selection of shape parameter in radial basis functions for solution of time-fractional Black-Scholes models (English)
0 references
14 November 2019
0 references
residual power series method
0 references
meshfree method
0 references
radial basis function
0 references
Black-Scholes equation
0 references
Caputo fractional derivative
0 references