A spectral collocation method based on fractional Pell functions for solving time–fractional Black–Scholes option pricing model

Autor: Taghipour, M., Aminikhah, H.
Zdroj: In Chaos, Solitons and Fractals: the interdisciplinary journal of Nonlinear Science, and Nonequilibrium and Complex Phenomena October 2022 163
Databáze: ScienceDirect