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Selection of shape parameter in radial basis functions for solution of time-fractional Black-Scholes models - MaRDI portal

Selection of shape parameter in radial basis functions for solution of time-fractional Black-Scholes models (Q2335579)

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Selection of shape parameter in radial basis functions for solution of time-fractional Black-Scholes models
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    Selection of shape parameter in radial basis functions for solution of time-fractional Black-Scholes models (English)
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    14 November 2019
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    residual power series method
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    meshfree method
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    radial basis function
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    Black-Scholes equation
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    Caputo fractional derivative
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