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Error and stability estimates of a time-fractional option pricing model under fully spatial–temporal graded meshes

Fazlollah Soleymani, Shengfeng Zhu

2023Journal of Computational and Applied Mathematics20 citationsDOI

Topics & Concepts

DiscretizationMathematicsPolygon meshApplied mathematicsFractional calculusQuadratic equationTemporal discretizationStability (learning theory)Function (biology)Mathematical analysisMathematical optimizationGeometryComputer scienceBiologyEvolutionary biologyMachine learningFractional Differential Equations SolutionsDifferential Equations and Numerical MethodsNonlinear Differential Equations Analysis
Error and stability estimates of a time-fractional option pricing model under fully spatial–temporal graded meshes | Litcius