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...

Celý popis

Podrobná bibliografia

Vydané v:	پژوهش‌های ریاضی Ročník 6; číslo 4; s. 609 - 620
Hlavní autori:	Sedighe Sharifian, Ali R. Siheili, A. Neisy
Médium:	Journal Article
Jazyk:	Persian
Vydavateľské údaje:	Kharazmi University 01.12.2020
Predmet:	fractional black-scholes equation fractional derivative radial basis function method
ISSN:	2588-2546, 2588-2554
On-line prístup:	Získať plný text
Tagy:	Pridať tag Žiadne tagy, Buďte prvý, kto otaguje tento záznam!