A difference method with parallel nature for solving time-space fractional Black-Scholes model (Q2162297)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A difference method with parallel nature for solving time-space fractional Black-Scholes model |
scientific article |
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A difference method with parallel nature for solving time-space fractional Black-Scholes model (English)
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5 August 2022
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time-space fractional Black-Scholes (B-S) model
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mixed alternating segment Crank-Nicolson format (MASC-N)
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unconditional stability
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convergence
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parallel calculation
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