An Improved Collocation Based Singular Resilient Numerical Scheme for Time-fractional Generalized Black-Scholes Equations Arising in Financial Derivative Market

Computational Economics 2026

View at publisher

Authors: Bappa Ghosh, Sushree Priyadarshana, Jugal Mohapatra

DOI: 10.1007/s10614-025-11265-9

Cited by: 0

References: 23

Fields of Study & Subjects

Fractional Differential Equations Solutions Stochastic processes and financial applications Optimization and Variational Analysis

References 23