The impact of the Chebyshev collocation method on solutions of the time-fractional Black–Scholes
Work
Year: 2020
Type: article
Abstract: This paper presents a numerical solution of the temporal-fractional Black–Scholes equation governing European options (TFBSE-EO) in the finite domain so that the temporal derivative is the Caputo fra... more
Source: Mathematical sciences
Institution Shahid Rajaee Teacher Training University
Cites: 32
Cited by: 29
Related to: 10
FWCI: 0.676
Citation percentile (by year/subfield): 77.36
Subfield: Modeling and Simulation
Field: Mathematics
Domain: Physical Sciences
Sustainable Development Goal Affordable and clean energy
Open Access status: hybrid
APC paid (est): $2,890