Two high-order compact difference schemes with temporal graded meshes for time-fractional Black-Scholes equation.
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| Title: | Two high-order compact difference schemes with temporal graded meshes for time-fractional Black-Scholes equation. |
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| Authors: | Gu, Jie1, Nong, Lijuan2, Yi, Qian2, Chen, An1, chena@glut.edu.cn |
| Source: | Networks & Heterogeneous Media; 2023, Vol. 18 Issue 4, p1-21, 21p |
| Database: | Applied Science & Technology Source |
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| ISSN: | 15561801 |
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| DOI: | 10.3934/nhm.2023074 |
