The impact of the Chebyshev collocation method on solutions of the time-fractional Black-Scholes
type: Item
instance of: scholarly article
title: The impact of the Chebyshev collocation method on solutions of the time-fractional Black-Scholes
zbMATH Open document ID: 1473.91032
author: Yanyan Li
published in: Mathematical Sciences
publication date: 2021-07-15T00:00:00Z
Mathematics Subject Classification ID: 91G60
Mathematics Subject Classification ID: 65M70
Mathematics Subject Classification ID: 35R11
zbMATH DE Number: 7372213
zbMATH Keywords: time-fractional Black-Scholes equation
zbMATH Keywords: collocation method
zbMATH Keywords: Chebyshev polynomials of the second kind
zbMATH Keywords: linear interpolation
zbMATH Keywords: convergence order and rate
zbMATH Keywords: stability
MaRDI profile type: Publication
full work available at URL: s40096-020-00357-2
OpenAlex ID: W3102620729
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DOI: 10.1007/S40096-020-00357-2
description: scientific article; zbMATH DE number 7372213