{"title":"时间分数阶Black-Scholes模型的无网格二次拟插值方法","authors":"Gaoyongqi Pan, Shengliang Zhang","doi":"10.1142/s2424786323500081","DOIUrl":null,"url":null,"abstract":"Based on multiquadric quasi-interpolation, this study presents a meshless numerical method for time fractional Black–Scholes (B–S) model. The method is highly accurate and flexible. The stability and convergence of the proposed scheme are discussed in detail. Numerical results show the accuracy and efficiency of the proposed method.","PeriodicalId":54088,"journal":{"name":"International Journal of Financial Engineering","volume":" ","pages":""},"PeriodicalIF":0.6000,"publicationDate":"2023-03-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"A meshless multiquadric quasi-interpolation method for time fractional Black–Scholes model\",\"authors\":\"Gaoyongqi Pan, Shengliang Zhang\",\"doi\":\"10.1142/s2424786323500081\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"Based on multiquadric quasi-interpolation, this study presents a meshless numerical method for time fractional Black–Scholes (B–S) model. The method is highly accurate and flexible. The stability and convergence of the proposed scheme are discussed in detail. Numerical results show the accuracy and efficiency of the proposed method.\",\"PeriodicalId\":54088,\"journal\":{\"name\":\"International Journal of Financial Engineering\",\"volume\":\" \",\"pages\":\"\"},\"PeriodicalIF\":0.6000,\"publicationDate\":\"2023-03-27\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"International Journal of Financial Engineering\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1142/s2424786323500081\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q4\",\"JCRName\":\"BUSINESS, FINANCE\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"International Journal of Financial Engineering","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1142/s2424786323500081","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q4","JCRName":"BUSINESS, FINANCE","Score":null,"Total":0}
A meshless multiquadric quasi-interpolation method for time fractional Black–Scholes model
Based on multiquadric quasi-interpolation, this study presents a meshless numerical method for time fractional Black–Scholes (B–S) model. The method is highly accurate and flexible. The stability and convergence of the proposed scheme are discussed in detail. Numerical results show the accuracy and efficiency of the proposed method.
求助内容：
应助结果提醒方式：
京公网安备 11010802042870号
