Computational approach based on wavelets for financial mathematical model governed by distributed order fractional differential equation
出版年份 2021 全文链接
标题
Computational approach based on wavelets for financial mathematical model governed by distributed order fractional differential equation
作者
关键词
Distributed order time-fractional Black–Scholes model, Modified Riemann–Liouville’s fractional derivative, Caputo derivative, Legendre wavelets, Chebyshev wavelets, Operational matrices, Convergence analysis
出版物
MATHEMATICS AND COMPUTERS IN SIMULATION
Volume 190, Issue -, Pages 531-569
出版商
Elsevier BV
发表日期
2021-06-01
DOI
10.1016/j.matcom.2021.05.026
参考文献
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