Fast numerical scheme for the time-fractional option pricing model with asset-price-dependent variable order
Work
Year: 2023
Type: article
Source: Applied Numerical Mathematics
Institutions Shandong University of Finance and Economics, Shandong Normal University, Ural Federal University, Benha University, Imam Mohammad ibn Saud Islamic University +2 more
Cites: 35
Cited by: 5
Related to: 10
FWCI: 1.414
Citation percentile (by year/subfield): 72.39
Subfield: Modeling and Simulation
Field: Mathematics
Domain: Physical Sciences
Sustainable Development Goal Decent work and economic growth
Open Access status: closed
Funders National Natural Science Foundation of China, Russian Science Foundation, National Office for Philosophy and Social Sciences
Grant IDS 12001337, 22-21-00075, 20CTJ002