$An efficient numerical technique based on the extended cubic B-spline functions for solving time fractional Black–Scholes model$

An efficient numerical technique based on the extended cubic B-spline functions for solving time fractional Black–Scholes model

Financial theory could introduce a fractional differential equation (FDE) that presents new theoretical research concepts, methods and practical implementations. Due to the memory factor of fractional derivatives, physical pathways with storage and inherited properties can be best represented by FDE...

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Veröffentlicht in:	Engineering with computers 2022-06, Vol.38 (Suppl 2), p.1705-1716
Hauptverfasser:	Akram, Tayyaba, Abbas, Muhammad, Abualnaja, Khadijah M., Iqbal, Azhar, Majeed, Abdul
Format:	Artikel
Sprache:	eng
Schlagworte:	Approximation B spline functions CAE) and Design Calculus of Variations and Optimal Control Optimization Classical Mechanics Collocation methods Computer programming Computer Science Computer-Aided Engineering (CAD Computers Control Differential equations Exact solutions Fractional calculus Math. Applications in Chemistry Mathematical and Computational Engineering Mathematical models Mathematics Original Article Partial differential equations Securities prices Stability analysis Systems Theory
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