A universal difference method for time-space fractional Black-Scholes equation
type: Item
instance of: scholarly article
title: A universal difference method for time-space fractional Black-Scholes equation
zbMATH Open document ID: 1422.91778
author: Lifei Wu
author: Xue Zhang
author: Xiaozhong Yang
author: Shu-Zhen Sun
published in: Advances in Difference Equations
publication date: 2018-10-17T00:00:00Z
Mathematics Subject Classification ID: 91G60
Mathematics Subject Classification ID: 65M06
Mathematics Subject Classification ID: 65M12
Mathematics Subject Classification ID: 26A33
Mathematics Subject Classification ID: 91G20
zbMATH DE Number: 6957480
zbMATH Keywords: time-space fractional Black-Scholes equation
zbMATH Keywords: universal difference method
zbMATH Keywords: stability
zbMATH Keywords: convergence
zbMATH Keywords: numerical experiments
MaRDI profile type: Publication
full work available at URL: s13662-016-0792-8
OpenAlex ID: W2294758632
Wikidata QID: Q59468085
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DOI: 10.1186/S13662-016-0792-8
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description: scientific article; zbMATH DE number 6957480