"A fast implicit difference scheme with nonuniform discretized grids for ..."

Qi Xin, Xian-Ming Gu, Li-Bin Liu (2025)

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DOI: 10.1016/J.AMC.2025.129441

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type: Journal Article

metadata version: 2025-05-01

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Qi Xin, Xian-Ming Gu, Li-Bin Liu:
A fast implicit difference scheme with nonuniform discretized grids for the time-fractional Black-Scholes model. Appl. Math. Comput. 500: 129441 (2025)

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