A spectral approach using fractional Jaiswal functions to solve the mixed time-fractional Black-Scholes European option pricing model with error analysis (Q6660861)
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scientific article; zbMATH DE number 7965181
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A spectral approach using fractional Jaiswal functions to solve the mixed time-fractional Black-Scholes European option pricing model with error analysis |
scientific article; zbMATH DE number 7965181 |
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A spectral approach using fractional Jaiswal functions to solve the mixed time-fractional Black-Scholes European option pricing model with error analysis (English)
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10 January 2025
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collocation method
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time fractional mixed fractional Black-Scholes model
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Jaiswal polynomials
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long memory property
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