The convergence analysis of the numerical calculation to price the time-fractional black-scholes model
H. Mesgarani, M. Bakhshandeh, Y. Esmaeelzade Aghdam, J.F. Gómez-Aguilar
| Year of publication: |
2023
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|---|---|
| Authors: | Mesgarani, H. ; Bakhshandeh, M. ; Aghdam, Y. Esmaeelzade ; Gómez-Aguilar, J. F. |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer Science + Business Media B.V., ISSN 1572-9974, ZDB-ID 1477445-8. - Vol. 62.2023, 4, p. 1845-1856
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| Subject: | Chebyshev polynomials of the third kind | Collocation method | Convergence analysis | Linear interpolation | Time-fractional Black-Scholes equation | Black-Scholes-Modell | Black-Scholes model | Optionspreistheorie | Option pricing theory | Wirtschaftliche Konvergenz | Economic convergence | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-022-10322-x [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014437608