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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.
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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        Value: 10.3934/nhm.2023074
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      – Code: eng
        Text: English
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      – TitleFull: Two high-order compact difference schemes with temporal graded meshes for time-fractional Black-Scholes equation.
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              Text: 2023
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