A B-spline collocation method for a time fractional Black-Scholes model under jump-diffusion

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Authors: Mahima Sahu, P. Roul, Sameer Khandagale
Cited by: 1
References: 34

Fields of Study & Subjects

Fractional Differential Equations Solutions Nonlinear Waves and Solitons Differential Equations and Numerical Methods

Publication details

Journal / source
Journal of Computational and Applied Mathematics
Publisher
Elsevier BV
Volume
487
Pages
117717–117717
Publication date
22 April 2026
Language
EN