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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English | 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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