Computational approach based on wavelets for financial mathematical model governed by distributed order fractional differential equation (Q2666263)

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Computational approach based on wavelets for financial mathematical model governed by distributed order fractional differential equation
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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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