Numerical investigation of the time-fractional Black-Scholes equation with barrier choice of regulating European option (Q5080093): Difference between revisions
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Numerical investigation of the time-fractional Black-Scholes equation with barrier choice of regulating European option | |||
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Numerical investigation of the time-fractional Black-Scholes equation with barrier choice of regulating European option (English) | |||
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Revision as of 03:47, 20 March 2024
scientific article; zbMATH DE number 7533916
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical investigation of the time-fractional Black-Scholes equation with barrier choice of regulating European option |
scientific article; zbMATH DE number 7533916 |
Statements
31 May 2022
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fractional Black-Scholes equation
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linear interpolation
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Chebyshev polynomials of the third kind
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collocation method
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Numerical investigation of the time-fractional Black-Scholes equation with barrier choice of regulating European option (English)
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