SPECTRALLY ACCURATE OPTION PRICING UNDER THE TIME-FRACTIONAL BLACK–SCHOLES MODEL (Q5158755)
From MaRDI portal
scientific article; zbMATH DE number 7414001
Language | Label | Description | Also known as |
---|---|---|---|
English | SPECTRALLY ACCURATE OPTION PRICING UNDER THE TIME-FRACTIONAL BLACK–SCHOLES MODEL |
scientific article; zbMATH DE number 7414001 |
Statements
SPECTRALLY ACCURATE OPTION PRICING UNDER THE TIME-FRACTIONAL BLACK–SCHOLES MODEL (English)
0 references
26 October 2021
0 references
spectral element discretization
0 references
option pricing
0 references
time-fractional Black-Scholes equation
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