A compact quadratic spline collocation method for the time-fractional Black–Scholes model

Author(s):  
Zhaowei Tian ◽  
Shuying Zhai ◽  
Haifeng Ji ◽  
Zhifeng Weng
2019 ◽  
Vol 83 (1) ◽  
pp. 165-199 ◽  
Author(s):  
Bernard Bialecki ◽  
Graeme Fairweather ◽  
Andreas Karageorghis ◽  
Jonathan Maack

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