Approximation of time fractional Black-Scholes equation via radial kernels and transformations (Q5229310)
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scientific article; zbMATH DE number 7094233
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximation of time fractional Black-Scholes equation via radial kernels and transformations |
scientific article; zbMATH DE number 7094233 |
Statements
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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