华中科技大学主页平台管理系统 Li Dongfang--英文主页-- A novel numerical scheme for a time fractional Black–Scholes equation

Li Dongfang

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A novel numerical scheme for a time fractional Black–Scholes equation

Release time:2022-11-23 Hits:

First Author: She Mianfu

Correspondence Author: Tang Renxuan

Co-author: Li Lili,Li Dongfang

Journal: Journal of Applied Mathematics and Computing

Volume: 66

Issue: 1

Date of Publication: 2021-06-01

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Structure-preserving Gauss methods for the nonlinear Schrödinger equation
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A novel numerical approach to time-fractional parabolic equations with nonsmooth solutions