A high‐order and fast scheme with variable time steps for the time‐fractional Black‐Scholes equation (Q6142000)
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scientific article; zbMATH DE number 7781286
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| English | A high‐order and fast scheme with variable time steps for the time‐fractional Black‐Scholes equation |
scientific article; zbMATH DE number 7781286 |
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A high‐order and fast scheme with variable time steps for the time‐fractional Black‐Scholes equation (English)
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21 December 2023
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fast algorithm
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high-order method
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time-fractional Black-Scholes equation
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variable time steps
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0.8713374733924866
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0.8668239116668701
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0.8644720315933228
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0.86235511302948
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