Numerical solution of two-dimensional fractional-order reaction advection sub-diffusion equation with finite-difference Fibonacci collocation method
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DOI: 10.1016/j.matcom.2020.09.008
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- H. Mesgarani & M. Bakhshandeh & Y. Esmaeelzade Aghdam & J. F. Gómez-Aguilar, 2023. "The Convergence Analysis of the Numerical Calculation to Price the Time-Fractional Black–Scholes Model," Computational Economics, Springer;Society for Computational Economics, vol. 62(4), pages 1845-1856, December.
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Keywords
Fractional sub-diffusion equation; Fibonacci polynomial; Finite difference collocation;All these keywords.
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