Numerical investigation of the time-fractional Black-Scholes equation with barrier choice of regulating European option (Q5080093)
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scientific article; zbMATH DE number 7533916
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| English | Numerical investigation of the time-fractional Black-Scholes equation with barrier choice of regulating European option |
scientific article; zbMATH DE number 7533916 |
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31 May 2022
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fractional Black-Scholes equation
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linear interpolation
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Chebyshev polynomials of the third kind
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collocation method
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Numerical investigation of the time-fractional Black-Scholes equation with barrier choice of regulating European option (English)
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