A hybrid Chelyshkov wavelet-finite differences method for time-fractional Black-Scholes equation (Q6647939)
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scientific article; zbMATH DE number 7953519
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A hybrid Chelyshkov wavelet-finite differences method for time-fractional Black-Scholes equation |
scientific article; zbMATH DE number 7953519 |
Statements
A hybrid Chelyshkov wavelet-finite differences method for time-fractional Black-Scholes equation (English)
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3 December 2024
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fractional Black-Scholes equation
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Chelyshkov polynomials
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wavelet
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option pricing
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error analysis
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