Approximate price of the option under discretization by applying fractional quadratic interpolation

DOI10.22034/CMDE.2021.45656.1918MaRDI QIDQ5884063zbMATH OpenFDO

Authors H. Mesgarani, Aghdam Yones Esmaeelzade

Publication date 20 March 2023

zbMATH Keywords

Legendre polynomialscollocation methodtime fractional Black-Scholes modelsquare interpolation

Mathematics Subject Classification ID

Financial applications of other theories (91G80) Functional-differential equations with fractional derivatives (34K37) Interpolation and approximation (educational aspects) (97N50)

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Cites work

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• scientific article; zbMATH DE number 6137478 (Why is no real title available?)
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