Modified Cubic B-spline Based Differential Quadrature Methods for Time-fractional Black-Scholes Equation

Nizamudheen V, Riyasudheen TK, Noufal Asharaf +1

The time-fractional Black-Scholes equation (TFBSE) is intended to price the options for which the underlying price fluctuates within a correlated fractal transmission system. Altho…