Numerical approximation of a time-fractional Black-Scholes equation (Q1999677)
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scientific article; zbMATH DE number 7074094
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical approximation of a time-fractional Black-Scholes equation |
scientific article; zbMATH DE number 7074094 |
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Numerical approximation of a time-fractional Black-Scholes equation (English)
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27 June 2019
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option valuation
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Black-Scholes equation
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fractional differential equation
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singularity
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adapted mesh
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