Approximation of time fractional Black-Scholes equation via radial kernels and transformations (Q5229310): Difference between revisions

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Revision as of 00:49, 20 March 2024

scientific article; zbMATH DE number 7094233
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English
Approximation of time fractional Black-Scholes equation via radial kernels and transformations
scientific article; zbMATH DE number 7094233

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    Approximation of time fractional Black-Scholes equation via radial kernels and transformations (English)
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    14 August 2019
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    local kernel based method
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    Black-Scholes model
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    contour integration
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    quadrature rule
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    PDEs
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