Approximate price of the option under discretization by applying fractional quadratic interpolation (Q5884063)
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scientific article; zbMATH DE number 7665285
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| English | Approximate price of the option under discretization by applying fractional quadratic interpolation |
scientific article; zbMATH DE number 7665285 |
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20 March 2023
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time fractional Black-Scholes model
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square interpolation
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Legendre polynomials
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collocation method
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0.95434308052063
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0.8513233065605164
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0.8498836159706116
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0.845491349697113
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