Error and stability estimates of a time-fractional option pricing model under fully spatial-temporal graded meshes (Q6157966): Difference between revisions

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scientific article; zbMATH DE number 7700264
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Error and stability estimates of a time-fractional option pricing model under fully spatial-temporal graded meshes
scientific article; zbMATH DE number 7700264

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    Error and stability estimates of a time-fractional option pricing model under fully spatial-temporal graded meshes (English)
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    22 June 2023
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    Caputo fractional derivative
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    graded mesh
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    radial basis function
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    memory
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    option pricing
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    convergence analysis
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    Identifiers

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