Inverse Multiquadric Function to Price Financial Options under the Fractional Black–Scholes Model
The inverse multiquadric radial basis function (RBF), which is one of the most important functions in the theory of RBFs, is employed on an adaptive mesh of points for pricing a fractional Black–Scholes partial differential equation (PDE) based on the modified RL derivative. To solve this problem, d...
Furkejuvvon:
| Váldodahkkit: | , |
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| Materiálatiipa: | Artigo |
| Giella: | Inglês |
| Almmustuhtton: |
MDPI AG
2022-10-01
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| Ráidu: | Fractal and Fractional |
| Fáttát: | |
| Liŋkkat: | https://www.mdpi.com/2504-3110/6/10/599 |
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