Fast numerical scheme for the time-fractional option pricing model with asset-price-dependent variable order (Q6064931)
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scientific article; zbMATH DE number 7763876
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fast numerical scheme for the time-fractional option pricing model with asset-price-dependent variable order |
scientific article; zbMATH DE number 7763876 |
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Fast numerical scheme for the time-fractional option pricing model with asset-price-dependent variable order (English)
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10 November 2023
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variable-order fractional operator
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Black-Scholes
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finite element scheme
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divide and conquer
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