"A high-order and fast scheme with variable time steps for the ..."

Kerui Song, Pin Lyu (2021)

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DOI: —

access: open

type: Informal or Other Publication

metadata version: 2021-09-20

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  - electronic edition @ arxiv.org (open access)
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  dblp key:
  - journals/corr/abs-2109-02028
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  persistent URL:
  - https://dblp.org/rec/journals/corr/abs-2109-02028
Kerui Song, Pin Lyu:
A high-order and fast scheme with variable time steps for the time-fractional Black-Scholes equation. CoRR abs/2109.02028 (2021)

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