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Implicit cubic B-spline quasi-interpolation for solving the generalized distributed-order time-fractional Black-Scholes equation | ||
| Computational Methods for Differential Equations | ||
| مقالات آماده انتشار، پذیرفته شده، انتشار آنلاین از تاریخ 10 اردیبهشت 1404 اصل مقاله (1.98 M) | ||
| نوع مقاله: Research Paper | ||
| شناسه دیجیتال (DOI): 10.22034/cmde.2025.64886.2956 | ||
| نویسنده | ||
| Roya Montazeri* | ||
| Department of Mathematics, Payame Noor University (PNU), P.O.Box 19395-4697, Tehran, Iran. | ||
| چکیده | ||
| Abstract. In this study, we implicitly solve the generalized distributed-order time-fractional Black-Scholes equation. We employ nite di erences to approximate the time derivatives and cubic B-spline quasi-interpolation for the spatial derivatives. The error analysis of the presented method is investigated. The algorithm of this method is also presented, which shows the simplicity of implementing the method to solve the generalized distributed-order time-fractional Black-Scholes equation. Numerical results demonstrate the methods convergence rate and accuracy. | ||
| کلیدواژه‌ها | ||
| Keywords: generalized distributed{order؛ fractional derivatives؛ Black-Scholes equation؛ Bspline quasi interpolation | ||
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آمار تعداد مشاهده مقاله: 11 تعداد دریافت فایل اصل مقاله: 36 |
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