Numerical Solution of Fractional Black-Scholes Equation by Using Radial Basis Function (RBF) Approximation Method

Introduction Fractional Differential Calculus (FDC) began in the 17th century and its initial discussions were related to the works of Leibniz, Lagrange, Abel and others. In recent decades, the fractional differential equations have been considered in different fields such as fluid flow, electromagn...

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Veröffentlicht in:	پژوهش‌های ریاضی Jg. 6; H. 4; S. 609 - 620
Hauptverfasser:	Sedighe Sharifian, Ali R. Siheili, A. Neisy
Format:	Journal Article
Sprache:	Persisch
Veröffentlicht:	Kharazmi University 01.12.2020
Schlagworte:	fractional black-scholes equation fractional derivative radial basis function method
ISSN:	2588-2546, 2588-2554
Online-Zugang:	Volltext
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