A compact quadratic spline collocation method for the time-fractional Black–Scholes model
Zhaowei Tian, Shuying Zhai, Haifeng Ji, Zhifeng Weng
Topics & Concepts
MathematicsBlack–Scholes modelApplied mathematicsDiscretizationSpline (mechanical)Collocation (remote sensing)Collocation methodFractional calculusUniquenessQuadratic equationMathematical analysisDifferential equationOrdinary differential equationGeometryComputer scienceEngineeringStructural engineeringMachine learningVolatility (finance)EconometricsFractional Differential Equations SolutionsDifferential Equations and Numerical MethodsNonlinear Differential Equations Analysis