A spectral collocation method based on fractional Pell functions for solving time–fractional Black–Scholes option pricing model
M. Taghipour, Hossein Aminikhah
Topics & Concepts
MathematicsFractional calculusAlgebraic equationSobolev spaceCollocation (remote sensing)Black–Scholes modelSpectral methodTransformation (genetics)Collocation methodConvergence (economics)Applied mathematicsSpace (punctuation)Derivative (finance)Mathematical analysisNonlinear systemComputer scienceDifferential equationQuantum mechanicsEconomicsGeneOrdinary differential equationFinancial economicsVolatility (finance)EconometricsChemistryBiochemistryEconomic growthPhysicsOperating systemMachine learningFractional Differential Equations SolutionsDifferential Equations and Numerical MethodsNonlinear Differential Equations Analysis