A kind of efficient difference method for time-fractional option pricing model (Q3462984)
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scientific article; zbMATH DE number 6531393
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| English | A kind of efficient difference method for time-fractional option pricing model |
scientific article; zbMATH DE number 6531393 |
Statements
15 January 2016
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time-fractional option pricing model
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explicit-implicit scheme
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stability
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convergence
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numerical experiment
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0.8541147112846375
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0.8457036018371582
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0.8290659785270691
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