Nonuniform finite difference scheme for the three-dimensional time-fractional Black-Scholes equation

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Publication:2064455

DOI10.1155/2021/9984473OpenAlexW4200269644MaRDI QIDQ2064455

Chaeyoung Lee, Wonjin Lee, Darae Jeong, Sangkwon Kim, Junseok Kim, Soobin Kwak

Publication date: 5 January 2022

Published in: Journal of Function Spaces (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2021/9984473




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