An adaptive moving mesh method for a time-fractional Black–Scholes equation

Huang, Jian; Cen, Zhongdi; Zhao, Jialiang

doi:10.1186/s13662-019-2453-1

Advances in Continuous and Discrete Models

Theory and Modern Applications

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Last updated: Fri, 19 Apr 2024 3:22:00 Z

An adaptive moving mesh method for a time-fractional Black–Scholes equation

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