A class of intrinsic parallel difference methods for time-space fractional Black-Scholes equation (Q1710274)
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scientific article; zbMATH DE number 7005016
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| English | A class of intrinsic parallel difference methods for time-space fractional Black-Scholes equation |
scientific article; zbMATH DE number 7005016 |
Statements
A class of intrinsic parallel difference methods for time-space fractional Black-Scholes equation (English)
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22 January 2019
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time-space fractional Black-Scholes (B-S) equation
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intrinsic parallel difference methods
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unconditional stability
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convergence
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parallel computing
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0.8850040435791016
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0.8407007455825806
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0.8281493782997131
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0.8263847827911377
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0.8105021119117737
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