A spectral collocation method based on fractional Pell functions for solving time-fractional Black-Scholes option pricing model (Q2111299)
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scientific article; zbMATH DE number 7642304
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A spectral collocation method based on fractional Pell functions for solving time-fractional Black-Scholes option pricing model |
scientific article; zbMATH DE number 7642304 |
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A spectral collocation method based on fractional Pell functions for solving time-fractional Black-Scholes option pricing model (English)
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13 January 2023
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time-fractional Black-Scholes equation
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fractional Pell functions
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spectral collocation method
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Caputo fractional derivative
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Sobolev space
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0.9067795
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0.9037502
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0.9014964
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0.89797264
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0.89220446
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