Approximation of time fractional Black-Scholes equation via radial kernels and transformations (Q5229310)
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scientific article; zbMATH DE number 7094233
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| English | Approximation of time fractional Black-Scholes equation via radial kernels and transformations |
scientific article; zbMATH DE number 7094233 |
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Approximation of time fractional Black-Scholes equation via radial kernels and transformations (English)
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14 August 2019
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local kernel based method
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Black-Scholes model
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contour integration
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quadrature rule
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PDEs
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0.8691341876983643
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0.850483775138855
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0.8450313210487366
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0.8424893617630005
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