scientific article; zbMATH DE number 7523973

DOI10.30495/jme.v15i0.1991zbMath1490.91244MaRDI QIDQ5074741

Yones Esmaeelzade, H. Mesgarani, Masod Bakhshandeh

Publication date: 10 May 2022

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

collocation methodunconditional stabilitylinear interpolationconvergence orderChebyshev polynomials of fourth kindtemporal fractional Black-Scholes model

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Fractional derivatives and integrals (26A33) Derivative securities (option pricing, hedging, etc.) (91G20)

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