Group formalism of Lie transformations, conservation laws, exact and numerical solutions of non-linear time-fractional Black-Scholes equation.
Saeede RashidiS. Reza HejaziFatemeh MohammadizadehPublished in: J. Comput. Appl. Math. (2022)
Keyphrases
- numerical solution
- conservation laws
- partial differential equations
- numerical methods
- black scholes
- exact solution
- differential equations
- nonlinear equations
- image denoising
- stochastic systems
- level set
- image processing
- option pricing
- image enhancement
- finite element
- energy functional
- ordinary differential equations
- high order
- graphical models
- data analysis
- objective function
- multiscale