A meshless multiquadric quasi-interpolation method for time fractional Black-Scholes model
Gaoyongqi Pan and Shengliang Zhang
| Year of publication: |
2023
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|---|---|
| Authors: | Pan, Gaoyongqi ; Zhang, Shengliang |
| Subject: | Black-Scholes model | fractional order | Multiquadric quasi-interpolation | option pricing | Black-Scholes-Modell | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S2424786323500081 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014304284