Error and stability estimates of a time-fractional option pricing model under fully spatial-temporal graded meshes (Q6157966)
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scientific article; zbMATH DE number 7700264
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| English | Error and stability estimates of a time-fractional option pricing model under fully spatial-temporal graded meshes |
scientific article; zbMATH DE number 7700264 |
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Error and stability estimates of a time-fractional option pricing model under fully spatial-temporal graded meshes (English)
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22 June 2023
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Caputo fractional derivative
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graded mesh
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radial basis function
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memory
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option pricing
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convergence analysis
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