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An improved local radial basis function method for pricing options under the time-fractional Black–Scholes model

O. Nikan, Jalil Rashidinia, Hossein Jafari

2025Journal of Computational Science11 citationsDOI

Topics & Concepts

Black–Scholes modelApplied mathematicsFunction (biology)MathematicsBasis (linear algebra)Radial basis functionMathematical optimizationComputer scienceEconometricsArtificial intelligenceGeometryEvolutionary biologyArtificial neural networkVolatility (finance)BiologyFractional Differential Equations SolutionsStochastic processes and financial applicationsStatistical Distribution Estimation and Applications
An improved local radial basis function method for pricing options under the time-fractional Black–Scholes model | Litcius