A difference method with parallel nature for solving time-space fractional Black-Scholes model (Q2162297)
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scientific article; zbMATH DE number 7568963
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| English | A difference method with parallel nature for solving time-space fractional Black-Scholes model |
scientific article; zbMATH DE number 7568963 |
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A difference method with parallel nature for solving time-space fractional Black-Scholes model (English)
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5 August 2022
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time-space fractional Black-Scholes (B-S) model
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mixed alternating segment Crank-Nicolson format (MASC-N)
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unconditional stability
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convergence
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parallel calculation
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0.8850040435791016
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0.8508789539337158
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0.8374727368354797
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0.8264226317405701
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0.8254720568656921
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