Crank-Nicolson, finite difference method, time fracional-order Black-Scholes model, numerical simulation, multi-dimensional models
- Resource Type
- article
- Source
- AIMS Mathematics, Vol 9, Iss 7, Pp 17234-17258 (2024)
- Subject
lambert's series harmonic number binomial coefficient dilogarithm function bailey's cubic transformation Mathematics QA1-939 - Language
- English
- ISSN
- 2473-6988