A universal difference method for time-space fractional Black-Scholes equation (Q1796725)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A universal difference method for time-space fractional Black-Scholes equation |
scientific article |
Statements
A universal difference method for time-space fractional Black-Scholes equation (English)
0 references
17 October 2018
0 references
time-space fractional Black-Scholes equation
0 references
universal difference method
0 references
stability
0 references
convergence
0 references
numerical experiments
0 references
