Publication:5074741
From MaRDI portal
DOI10.30495/jme.v15i0.1991zbMath1490.91244MaRDI QIDQ5074741
Yones Esmaeelzade, H. Mesgarani, Masod Bakhshandeh
Publication date: 10 May 2022
collocation methodunconditional stabilitylinear interpolationconvergence orderChebyshev polynomials of fourth kindtemporal fractional Black-Scholes model
Numerical methods (including Monte Carlo methods) (91G60) Fractional derivatives and integrals (26A33) Derivative securities (option pricing, hedging, etc.) (91G20)
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