On the numerical solution of time fractional Black-Scholes equation (Q5097808)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: On the numerical solution of time fractional Black-Scholes equation |
scientific article; zbMATH DE number 7579659
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | On the numerical solution of time fractional Black-Scholes equation |
scientific article; zbMATH DE number 7579659 |
Statements
On the numerical solution of time fractional Black-Scholes equation (English)
0 references
1 September 2022
0 references
time fractional partial differential equation
0 references
multiquadric quasi-interpolation scheme
0 references
radial basis function
0 references
Black-Scholes equation
0 references
meshless method
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.8913516402244568
0 references
0.8660250306129456
0 references
0.863702654838562
0 references
0.8524670004844666
0 references
