On the numerical solution of time fractional Black-Scholes equation (Q5097808)
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scientific article; zbMATH DE number 7579659
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| English | On the numerical solution of time fractional Black-Scholes equation |
scientific article; zbMATH DE number 7579659 |
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On the numerical solution of time fractional Black-Scholes equation (English)
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1 September 2022
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time fractional partial differential equation
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multiquadric quasi-interpolation scheme
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radial basis function
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Black-Scholes equation
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meshless method
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0.8913516402244568
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0.8660250306129456
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0.863702654838562
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0.8524670004844666
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