A novel numerical scheme for a time fractional Black-Scholes equation.
Mianfu SheLili LiRenxuan TangDongfang LiPublished in: J. Appl. Math. Comput. (2021)
Keyphrases
- numerical scheme
- black scholes
- numerical methods
- partial differential equations
- numerical solution
- finite difference
- anisotropic diffusion
- level set
- differential equations
- option pricing
- image denoising
- energy functional
- image processing
- image enhancement
- finite element
- color image processing
- variational methods
- diffusion equation
- financial markets
- stock exchange
- curve evolution
- numerical analysis
- edge detection
- multiresolution