A universal difference method for time-space fractional Black-Scholes equation (Q1796725)
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scientific article; zbMATH DE number 6957480
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| English | A universal difference method for time-space fractional Black-Scholes equation |
scientific article; zbMATH DE number 6957480 |
Statements
A universal difference method for time-space fractional Black-Scholes equation (English)
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17 October 2018
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time-space fractional Black-Scholes equation
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universal difference method
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stability
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convergence
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numerical experiments
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0.93796545
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0.9199932
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0.9172727
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0.9109827
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0.9106303
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0.9101064
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0.9090886
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0.90449643
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0.9040449
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