The Convergence Analysis of the Numerical Calculation to Price the Time-Fractional Black–Scholes Model
Hamid Mesgarani, M. Bakhshandeh, Y. Esmaeelzade Aghdam, J. F. Gómez‐Aguilar
Topics & Concepts
DiscretizationBlack–Scholes modelMathematicsCollocation (remote sensing)Convergence (economics)Applied mathematicsInterpolation (computer graphics)Fractional calculusChebyshev polynomialsStability (learning theory)Derivative (finance)Chebyshev filterNumerical analysisMathematical analysisComputer scienceFinanceVolatility (finance)Economic growthAnimationMachine learningEconometricsEconomicsComputer graphics (images)Fractional Differential Equations SolutionsDifferential Equations and Numerical MethodsIterative Methods for Nonlinear Equations