A class of intrinsic parallel difference methods for time-space fractional Black-Scholes equation
type: Item
instance of: scholarly article
title: A class of intrinsic parallel difference methods for time-space fractional Black-Scholes equation
zbMATH Open document ID: 1446.65093
author: Yue Li
author: Xiaozhong Yang
author: Shu-Zhen Sun
published in: Advances in Difference Equations
publication date: 2019-01-22T00:00:00Z
Mathematics Subject Classification ID: 65M12
Mathematics Subject Classification ID: 65M06
Mathematics Subject Classification ID: 35R11
zbMATH DE Number: 7005016
zbMATH Keywords: time-space fractional Black-Scholes (B-S) equation
zbMATH Keywords: intrinsic parallel difference methods
zbMATH Keywords: unconditional stability
zbMATH Keywords: convergence
zbMATH Keywords: parallel computing
MaRDI profile type: Publication
full work available at URL: s13662-018-1736-2
OpenAlex ID: W2886013628
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Wikidata QID: Q129408346
DOI: 10.1186/S13662-018-1736-2
description: scientific article; zbMATH DE number 7005016