An adaptive moving mesh method for a time-fractional Black-Scholes equation (Q2142034)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An adaptive moving mesh method for a time-fractional Black-Scholes equation |
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An adaptive moving mesh method for a time-fractional Black-Scholes equation (English)
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25 May 2022
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option valuation
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Black-Scholes equation
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fractional-order derivative
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finite difference method
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adaptive moving mesh
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