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An Efficient Numerical Scheme to Approach the Time Fractional Black–Scholes Model Using Orthogonal Gegenbauer Polynomials

Published Online: 2023-08-10

Published Print: 2024-07

Authors

Aghdam, Y. Esmaeelzade

Mesgarani, H.

Amin, A.

Gómez-Aguilar, J. F. https://orcid.org/0000-0001-9403-3767
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Text and Data Mining valid from 2023-08-10

Version of Record valid from 2023-08-10
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Article History

Accepted: 26 July 2023

First Online: 10 August 2023

Declarations

:

: The authors declare no conflict of interest.

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