The impact of the Chebyshev collocation method on solutions of the time-fractional Black-Scholes (Q2041179)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The impact of the Chebyshev collocation method on solutions of the time-fractional Black-Scholes |
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The impact of the Chebyshev collocation method on solutions of the time-fractional Black-Scholes (English)
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15 July 2021
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time-fractional Black-Scholes equation
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collocation method
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Chebyshev polynomials of the second kind
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linear interpolation
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convergence order and rate
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stability
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