Hahn hybrid functions for solving distributed order fractional Black–Scholes European option pricing problem arising in financial market (Q6140685)

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scientific article; zbMATH DE number 7782375
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Hahn hybrid functions for solving distributed order fractional Black–Scholes European option pricing problem arising in financial market
scientific article; zbMATH DE number 7782375

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    Hahn hybrid functions for solving distributed order fractional Black–Scholes European option pricing problem arising in financial market (English)
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    2 January 2024
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    bibliometric viewpoint
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    collocation method
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    convergence analysis
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    distributed order time-fractional Black-Scholes model
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    fractional integral operator
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    Hahn hybrid functions
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    numerical method
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    system of algebraic equations
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