Work

Wavelet‐Based L 2‐1 σ Scheme and Its Higher Order Convergence Analysis for Time‐Fractional Option Pricing Model Under Jump‐Diffusion

Year: 2025

Type: article

Source: Mathematical Methods in the Applied Sciences

DOI: 10.1002/mma.70290

Authors: Sudarshan Santra, Ratikanta Behera

Institutions: Indian Institute of Science Bangalore, Birla Institute of Technology and Science, Pilani

Language: English

Topic: Fractional Differential Equations Solutions

Subfield: Modeling and Simulation

Field: Mathematics

Domain: Physical Sciences

Open Access status: closed

OpenAlex ID: W4416027075

FWCI: 1.529

Cites: 19

Cited by: 2

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