Computational approach based on wavelets for financial mathematical model governed by distributed order fractional differential equation
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Publication:2666263
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Cited in
(19)- General Lagrange scaling functions: application in general model of variable order fractional partial differential equations
- Nonuniform finite difference scheme for the three-dimensional time-fractional Black-Scholes equation
- A class of preconditioner for solving the Riesz distributed-order nonlinear space-fractional diffusion equations
- Touchard wavelet technique for solving time-fractional Black-Scholes model
- Wavelets based computational algorithms for multidimensional distributed order fractional differential equations with nonlinear source term
- Novel and accurate Gegenbauer spectral tau algorithms for distributed order nonlinear time-fractional telegraph models in multi-dimensions
- Time-fractional telegraph equation of distributed order in higher dimensions with hilfer fractional derivatives
- Computational algorithm for financial mathematical model based on European option
- Improved Gegenbauer spectral tau algorithms for distributed-order time-fractional telegraph models in multi-dimensions
- Numerical Scheme with Convergence Analysis and Error Estimate for Variable Order Weakly Singular Integro-Differential Equation
- An efficient parametric finite difference and orthogonal spline approximation for solving the weakly singular nonlinear time-fractional partial integro-differential equation
- Computational technique for multi-dimensional non-linear weakly singular fractional integro-differential equation
- Integrated radial basis function technique to simulate the nonlinear system of time fractional distributed-order diffusion equation with graded time-mesh discretization
- Adopted spectral tau approach for the time-fractional diffusion equation via seventh-kind Chebyshev polynomials
- Tau algorithm for fractional delay differential equations utilizing seventh-kind Chebyshev polynomials
- A generalized quasi-boundary value method for an inverse source problem in a distributed order time-fractional diffusion equation
- An efficient hybrid numerical approach for solving two-dimensional fractional cable model involving time-fractional operator of distributed order with error analysis
- Robust and accurate numerical framework for multi-dimensional fractional-order telegraph equations using Jacobi/Jacobi-Romanovski spectral technique
- Inverse problem of recovering the source term in two-timescale distributed-order time fractional diffusion equation
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