A compact quadratic spline collocation method for the time-fractional Black-Scholes model
type: Item
instance of: scholarly article
title: A compact quadratic spline collocation method for the time-fractional Black-Scholes model
author: Zhaowei Tian
author: Shuying Zhai
author: Haifeng Ji
author: Zhifeng Weng
published in: Journal of Applied Mathematics and Computing
publication date: 2021-11-29T00:00:00Z
Mathematics Subject Classification ID: 65-XX
Mathematics Subject Classification ID: 35Axx
Mathematics Subject Classification ID: 34-XX
Mathematics Subject Classification ID: 34Axx
Mathematics Subject Classification ID: 26Axx
zbMATH DE Number: 7435217
zbMATH Keywords: time-fractional Black-Scholes equation
zbMATH Keywords: European option
zbMATH Keywords: exponential transformation
zbMATH Keywords: quadratic spline collocation method
MaRDI profile type: Publication
full work available at URL: s12190-020-01439-z
OpenAlex ID: W3089776119
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DOI: 10.1007/S12190-020-01439-Z
description: scientific article; zbMATH DE number 7435217