scientific article; zbMATH DE number 7569367

DOI10.12941/jksiam.2022.26.121zbMath1492.91422MaRDI QIDQ5095447

Mohammad-Mehdi Hosseini, Razieh Delpasand

Publication date: 8 August 2022

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

radial basis functionsconvergencyfractional Black-Scholes equationtwo-asset option pricing

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Derivative securities (option pricing, hedging, etc.) (91G20) Fractional partial differential equations (35R11) Numerical radial basis function approximation (65D12)

Cites Work

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