Design and analysis of a high order computational technique for time‐fractional Black–Scholes model describing option pricing (Q6181832)
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scientific article; zbMATH DE number 7780998
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English | Design and analysis of a high order computational technique for time‐fractional Black–Scholes model describing option pricing |
scientific article; zbMATH DE number 7780998 |
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Design and analysis of a high order computational technique for time‐fractional Black–Scholes model describing option pricing (English)
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20 December 2023
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Caputo's derivative
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compact difference scheme
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convergence
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option price
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time-fractional Black-Scholes model
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