scientific article; zbMATH DE number 2243566
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Publication:5715759
zbMath1087.65084MaRDI QIDQ5715759
Chun-Hua Chen, Fawang Liu, Xuanzhu Lu
Publication date: 5 January 2006
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
stabilityconvergencenumerical examplesCaputo derivativetime fractional advection-dispersion equationimplicit difference approximationGrünwald derivativeprices in financial engineering
Numerical methods (including Monte Carlo methods) (91G60) Nonlinear parabolic equations (35K55) Microeconomic theory (price theory and economic markets) (91B24) Fractional derivatives and integrals (26A33) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06)
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