A space-time scaled collocation method with a hybrid base for solving fractional option pricing models

SSRN Electronic Journal 2026 Preprint Open access

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Authors: Yan Ma, Dongfang Yun, Guangming Yao

DOI: 10.2139/ssrn.6179155

Cited by: 0

References: 28

Fields of Study & Subjects

Fractional Differential Equations Solutions Stochastic processes and financial applications Numerical methods in engineering

References 28