Application of cubic B-spline quasi-interpolation for solving timefractional partial differential equation

DOI10.22034/CMDE.2020.32932.1531zbMath1474.91245OpenAlexW3008522383MaRDI QIDQ4993658

Ali Khani, Mojtaba Ranjbar, Hamideh Gafouri

Publication date: 16 June 2021

Full work available at URL: https://cmde.tabrizu.ac.ir/article_9932_379b898aeff5305f557a70e8c9ca0446.pdf

zbMATH Keywords

Laplace transformquasi-interpolationfractional Black-Scholes equationtime-fractional partial differential equation

Mathematics Subject Classification ID

Numerical computation using splines (65D07) Numerical methods (including Monte Carlo methods) (91G60) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Derivative securities (option pricing, hedging, etc.) (91G20) Laplace transform (44A10) Fractional partial differential equations (35R11)

This page was built for publication: Application of cubic B-spline quasi-interpolation for solving timefractional partial differential equation