A weighted finite difference method for subdiffusive Black-Scholes model.

Grzegorz Krzyzanowski Marcin Magdziarz Lukasz Plociniczak

Published in: Comput. Math. Appl. (2020)

Keyphrases

finite difference method
black scholes model
partial differential equations
numerical methods
finite element model
option pricing
heat equation
computer vision
multi objective
wavelet transform
short term
decision analysis