Computational approach based on wavelets for financial mathematical model governed by distributed order fractional differential equation
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Title
Computational approach based on wavelets for financial mathematical model governed by distributed order fractional differential equation
Authors
Keywords
Distributed order time-fractional Black–Scholes model, Modified Riemann–Liouville’s fractional derivative, Caputo derivative, Legendre wavelets, Chebyshev wavelets, Operational matrices, Convergence analysis
Journal
MATHEMATICS AND COMPUTERS IN SIMULATION
Volume 190, Issue -, Pages 531-569
Publisher
Elsevier BV
Online
2021-06-01
DOI
10.1016/j.matcom.2021.05.026
References
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