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An efficient numerical method based on exponential B-splines for time-fractional Black-Scholes equation governing European options.
Anshima Singh
Sunil Kumar
Published in:
CoRR (2022)
Keyphrases
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numerical methods
black scholes
b spline
differential equations
black scholes model
option pricing
basis functions
partial differential equations
numerical solution
finite element method
tensor product
boundary element method
level set method
least squares
dynamical systems
stock price