A space-time spectral method for time-fractional Black-Scholes equation (Q2029115)
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scientific article; zbMATH DE number 7354382
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| English | A space-time spectral method for time-fractional Black-Scholes equation |
scientific article; zbMATH DE number 7354382 |
Statements
A space-time spectral method for time-fractional Black-Scholes equation (English)
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3 June 2021
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space-time spectral method
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time-fractional Black-Scholes model
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stability and convergence
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0.8903114795684814
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0.8751162886619568
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0.8717389702796936
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0.8698811531066895
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