Error and stability estimates of a time-fractional option pricing model under fully spatial-temporal graded meshes
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Cites work
- scientific article; zbMATH DE number 1264681 (Why is no real title available?)
- scientific article; zbMATH DE number 2015688 (Why is no real title available?)
- scientific article; zbMATH DE number 7624666 (Why is no real title available?)
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Cited in
(6)- Application of the B-Spline Galerkin approach for approximating the time-fractional Burger's equation
- Two high-order compact difference schemes with temporal graded meshes for time-fractional Black-Scholes equation
- Multiquadric quasi-interpolation method for fractional integral-differential equations
- Convergence analysis of an IMEX scheme for an integro-differential equation with inexact boundary arising in option pricing with stochastic intensity jumps
- A spectral approach using fractional Jaiswal functions to solve the mixed time-fractional Black-Scholes European option pricing model with error analysis
- Radial polynomials as alternatives to flat radial basis functions
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