A fast implicit difference scheme with nonuniform discretized grids for the time-fractional Black–Scholes model

作者：Qi Xin, Xian‐Ming Gu, Libin Liu · 发表于：Applied Mathematics and Computation · 年份：2025 · DOI：10.1016/j.amc.2025.129441 · 被引用次数：6 · 研究领域：Fractional Differential Equations Solutions、Differential Equations and Numerical Methods、Numerical methods for differential equations