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

DOI10.1016/j.amc.2018.04.045zbMath1427.35322OpenAlexW2803296806WikidataQ129753997 ScholiaQ129753997MaRDI QIDQ2335579

Manzoor Hussain, Sirajul Haq

Publication date: 14 November 2019

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2018.04.045

zbMATH Keywords

radial basis functionBlack-Scholes equationCaputo fractional derivativemeshfree methodresidual power series method

Mathematics Subject Classification ID

PDEs in connection with game theory, economics, social and behavioral sciences (35Q91) Fractional partial differential equations (35R11)

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Uses Software

• Matlab

Cites Work

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