Computational approach based on wavelets for financial mathematical model governed by distributed order fractional differential equation (Q2666263)
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scientific article; zbMATH DE number 7431530
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| English | Computational approach based on wavelets for financial mathematical model governed by distributed order fractional differential equation |
scientific article; zbMATH DE number 7431530 |
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Computational approach based on wavelets for financial mathematical model governed by distributed order fractional differential equation (English)
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22 November 2021
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distributed order time-fractional Black-Scholes model
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modified Riemann-Liouville's fractional derivative
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Caputo derivative
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Legendre wavelets
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Chebyshev wavelets
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operational matrices
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convergence analysis
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0.8255290389060974
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0.8189181685447693
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0.8107917904853821
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0.8088122606277466
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0.8087049126625061
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