Approximation of time fractional Black-Scholes equation via radial kernels and transformations

DOI

• DOI name: Click to select

Find all available articles from these authors

• Marjan Uddin
• Muhammad Taufiq

Find more articles with the same subject classes

• Primary
• 65M12
• 65M15
• 65M22

Find more articles with the same keywords

• local kernel based method
• Black-Scholes model
• contour integration
• quadrature rule
• PDEs

Downloads

• Abstract
• Abstract

• Full article
• Full article