Two high-order compact difference schemes with temporal graded meshes for time-fractional Black-Scholes equation (Q6186162)
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scientific article; zbMATH DE number 7798677
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Two high-order compact difference schemes with temporal graded meshes for time-fractional Black-Scholes equation |
scientific article; zbMATH DE number 7798677 |
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Two high-order compact difference schemes with temporal graded meshes for time-fractional Black-Scholes equation (English)
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2 February 2024
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time-fractional Black-Scholes equation
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high-order compact difference scheme
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graded meshes
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stability
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error estimate
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