Crank-Nicolson, finite difference method, time fracional-order Black-Scholes model, numerical simulation, multi-dimensional models
| Autor: | Chunli Li, Wenchang Chu |
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| Jazyk: | angličtina |
| Rok vydání: | 2024 |
| Předmět: | |
| Zdroj: | AIMS Mathematics, Vol 9, Iss 7, Pp 17234-17258 (2024) |
| Druh dokumentu: | article |
| ISSN: | 2473-6988 |
| DOI: | 10.3934/math.2024837?viewType=HTML |
| Popis: | Three classes of infinite series containing binomial coefficient $ \binom{3n}{n} $, harmonic-like numbers, and an independent variable "$ y $" are examined. Several algebraic formulae in closed form are established, including, as special cases, three conjectured values for numerical series by Z.-W. Sun. This is fulfilled by integrating Lambert's series and manipulating the cubic transformations for the $ _3{F_2} $-series through the "coefficient extraction" method. |
| Databáze: | Directory of Open Access Journals |
| Externí odkaz: |
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