A space-time spectral method for time-fractional Black-Scholes equation

Xingyu An, Fawang Liu, Minling Zheng, Vo V. Anh, Ian W. Turner

Source record

Source: Crossref

Published: Jul 1, 2021

DOI: 10.1016/j.apnum.2021.02.009

Open original source ↗

Evidence graph

No public relationships recorded yet.

Integrity note: This page is a factual metadata record created by deterministic ingestion. It is not a claim that the work moves a mathematical frontier or has been independently verified.