On the numerical solution of time fractional Black-Scholes equation

DOI10.1080/00207160.2021.2011248OpenAlexW3215725018WikidataQ113280330 ScholiaQ113280330MaRDI QIDQ5097808

Azim Aminataei, Maryam Sarboland

Publication date: 1 September 2022

Published in: International Journal of Computer Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207160.2021.2011248

zbMATH Keywords

radial basis functionmeshless methodBlack-Scholes equationtime fractional partial differential equationmultiquadric quasi-interpolation scheme

Mathematics Subject Classification ID

Numerical methods for partial differential equations, initial value and time-dependent initial-boundary value problems (65Mxx) Miscellaneous topics in partial differential equations (35Rxx)

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