Touchard wavelet technique for solving time-fractional Black–Scholes model
Farshid Nourian, Mehrdad Lakestani, Sedigheh Sabermahani, Yadollah Ordokhani
Topics & Concepts
WaveletBlack–Scholes modelApplied mathematicsMathematicsMatrix (chemical analysis)Set (abstract data type)Approximation errorComputer scienceMathematical optimizationAlgorithmArtificial intelligenceEconometricsComposite materialVolatility (finance)Programming languageMaterials scienceFractional Differential Equations SolutionsIterative Methods for Nonlinear EquationsDifferential Equations and Numerical Methods