Selection of shape parameter in radial basis functions for solution of time-fractional Black-Scholes models (Q2335579)
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scientific article; zbMATH DE number 7130393
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| English | Selection of shape parameter in radial basis functions for solution of time-fractional Black-Scholes models |
scientific article; zbMATH DE number 7130393 |
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Selection of shape parameter in radial basis functions for solution of time-fractional Black-Scholes models (English)
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14 November 2019
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residual power series method
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meshfree method
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radial basis function
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Black-Scholes equation
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Caputo fractional derivative
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0.8446493148803711
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0.823456883430481
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0.8127525448799133
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