Numerical solution using radial basis functions for multidimensional fractional partial differential equations of type Black–Scholes
Author:
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,Computational Mathematics
Link
https://link.springer.com/content/pdf/10.1007/s40314-021-01634-z.pdf
Reference58 articles.
1. Akgül A, Cordero A, Torregrosa JR (2019) A fractional newton method with 2$$alpha $$th-order of convergence and its stability. Appl Math Lett 98:344–351
2. Barkai E, Metzler R, Klafter J (2000) From continuous time random walks to the fractional Fokker–Planck equation. Phys Rev E 61(1):132
3. Black F, Scholes M (1973) The pricing of options and corporate liabilities. J Polit Econ 81(3):637–654
4. Blumen A, Zumofen G, Klafter J (1989) Transport aspects in anomalous diffusion: Lévy walks. Phys Rev A 40(7):3964
5. Chaves AS (1998) A fractional diffusion equation to describe lévy flights. Phys Lett A 239(1–2):13–16
Cited by 12 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. A variable‐step high‐order scheme for time‐fractional advection‐diffusion equation with mixed derivatives;Numerical Methods for Partial Differential Equations;2024-08-14
2. Proposal for Use of the Fractional Derivative of Radial Functions in Interpolation Problems;Fractal and Fractional;2023-12-23
3. The non-uniform L1-type scheme coupling the finite volume method for the time–space fractional diffusion equation with variable coefficients;Journal of Computational and Applied Mathematics;2023-09
4. Barrier Options and Greeks: Modeling with Neural Networks;Axioms;2023-04-17
5. A Fast Computational Scheme for Solving the Temporal-Fractional Black–Scholes Partial Differential Equation;Fractal and Fractional;2023-04-12
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3