In this manuscript, we present a radial basis function based local collocation method for
solving time fractional diffusion-wave equation. The advantage of the local collocation …

In this paper, we design an efficient and accurate numerical method for solving the time-
fractional Black–Scholes equation governing European options. The time-fractional Black …

We present a radial basis function-based local collocation method for solving time fractional
nonlinear diffusion wave equation. The main beauty of the local collocation method is that …

A new operator splitting method is proposed for American options under time-fractional
Black–Scholes models. The fractional linear complementarity problem is split into two easy …

This work deals with the construction and analysis of a high‐order computational scheme for
a time‐fractional Black‐Scholes model that governs the European option pricing. The time …

Financial derivatives plays a major role in all financial deals these days. Black–Scholes
option pricing model gives a risk free analysis for investing in options. In the current work, a …

The Black–Scholes (B–S) equation has been recently extended as a kind of tempered time-
fractional B–S equations, which becomes an interesting mathematical model in option …

In this paper we study the numerical method for a time-fractional Black–Scholes equation,
which is used for option pricing. The solution of the fractional-order differential equation may …

This paper consists of two parts. On one hand, the regularity of the solution of the time-
fractional Black–Scholes equation is investigated. On the other hand, to overcome the …

In this manuscript, a computational approach based on the combination of finite difference
with the operational matrix approach is constructed for the time-fractional Black–Scholes …