A novel numerical scheme for a time fractional Black-Scholes equation (Q2053261)
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scientific article; zbMATH DE number 7435242
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| English | A novel numerical scheme for a time fractional Black-Scholes equation |
scientific article; zbMATH DE number 7435242 |
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A novel numerical scheme for a time fractional Black-Scholes equation (English)
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29 November 2021
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time-fractional Black-Scholes model
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Chebyshev-Galerkin spectral method
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change of variable
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modified \(L1\) scheme
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0.9721755
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0.96589255
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0.9638126
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0.9549541
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