COMPACT FINITE DIFFERENCE SCHEMES OF THE TIME FRACTIONAL BLACK-SCHOLES MODEL (Q5858046)
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scientific article; zbMATH DE number 7331962
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English | COMPACT FINITE DIFFERENCE SCHEMES OF THE TIME FRACTIONAL BLACK-SCHOLES MODEL |
scientific article; zbMATH DE number 7331962 |
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COMPACT FINITE DIFFERENCE SCHEMES OF THE TIME FRACTIONAL BLACK-SCHOLES MODEL (English)
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9 April 2021
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time-fractional Black-Scholes equation
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European option
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exponential transformation
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compact difference scheme
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