A space-time spectral method for time-fractional Black-Scholes equation
Xingyu An, Fawang Liu, Minling Zheng, Vo Anh, Ian Turner
Topics & Concepts
MathematicsSpectral methodDiscretizationFractional calculusConvergence (economics)Applied mathematicsStability (learning theory)Numerical analysisOperator (biology)Black–Scholes modelMathematical analysisComputer scienceEconomic growthRepressorMachine learningEconomicsTranscription factorGeneBiochemistryChemistryEconometricsVolatility (finance)Fractional Differential Equations SolutionsNonlinear Differential Equations AnalysisIterative Methods for Nonlinear Equations