A compact quadratic spline collocation method for the time-fractional Black-Scholes model (Q2053222)
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scientific article; zbMATH DE number 7435217
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A compact quadratic spline collocation method for the time-fractional Black-Scholes model |
scientific article; zbMATH DE number 7435217 |
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A compact quadratic spline collocation method for the time-fractional Black-Scholes model (English)
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29 November 2021
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time-fractional Black-Scholes equation
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European option
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exponential transformation
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quadratic spline collocation method
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