Error and stability estimates of a time-fractional option pricing model under fully spatial-temporal graded meshes (Q6157966)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7700264
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Error and stability estimates of a time-fractional option pricing model under fully spatial-temporal graded meshes |
scientific article; zbMATH DE number 7700264 |
Statements
Error and stability estimates of a time-fractional option pricing model under fully spatial-temporal graded meshes (English)
0 references
22 June 2023
0 references
Caputo fractional derivative
0 references
graded mesh
0 references
radial basis function
0 references
memory
0 references
option pricing
0 references
convergence analysis
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
