A novel numerical scheme for time-fractional Black-Scholes PDE governing European options in mathematical finance (Q6141522)

From MaRDI portal
scientific article; zbMATH DE number 7780856
Language Label Description Also known as
English
A novel numerical scheme for time-fractional Black-Scholes PDE governing European options in mathematical finance
scientific article; zbMATH DE number 7780856

    Statements

    A novel numerical scheme for time-fractional Black-Scholes PDE governing European options in mathematical finance (English)
    0 references
    0 references
    0 references
    19 December 2023
    0 references
    time-fractional Black-Scholes PDE
    0 references
    cubic spline method
    0 references
    \( L 1\)-scheme
    0 references
    European options
    0 references
    stability
    0 references
    convergence
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references