An efficient numerical technique based on the extended cubic B-spline functions for solving time fractional Black–Scholes model
Tayyaba Akram, Muhammad Abbas, Khadijah M. Abualnaja, Azhar Iqbal, Abdul Majeed
Topics & Concepts
MathematicsCollocation (remote sensing)Black–Scholes modelApplied mathematicsStability (learning theory)Numerical analysisQuadratic equationValuation of optionsComputationAlgebraic equationCollocation methodPartial differential equationConvergence (economics)Mathematical optimizationDifferential equationComputer scienceAlgorithmMathematical analysisOrdinary differential equationGeometryEconometricsEconomicsVolatility (finance)Economic growthQuantum mechanicsNonlinear systemPhysicsMachine learningFractional Differential Equations SolutionsDifferential Equations and Numerical MethodsNonlinear Differential Equations Analysis