Lattice Boltzmann method for the generalized Black-Scholes equation

DOI10.1155/2023/1812518OpenAlexW4317214219MaRDI QIDQ2690052

Publication date: 15 March 2023

Published in: Advances in Mathematical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2023/1812518

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Derivative securities (option pricing, hedging, etc.) (91G20) Numerical methods for partial differential equations, initial value and time-dependent initial-boundary value problems (65M99)

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LATTICE BOLTZMANN METHOD FOR FLUID FLOWS
Lattice Boltzmann Model for Time-Fractional Nonlinear Wave Equations

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