Numerical Investigation for the Temporal Fractional Financial Option Pricing Partial Differential Equation Utilizing a Multiquadric Function

Numerical Investigation for the Temporal Fractional Financial Option Pricing Partial Differential Equation Utilizing a Multiquadric Function

This paper proposes a computational procedure to resolve the temporal fractional financial option pricing partial differential equation (PDE) using a localized meshless approach via the multiquadric radial basis function (RBF). Given that financial market information is best characterized within a m...

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Bibliographic Details
Main Authors: Jia Li, Tao Liu, Jiaqi Xu, Xiaoxi Hu, Changan Xu, Yanlong Wei
Format: Article
Language:English
Published: MDPI AG 2025-06-01
Series:Fractal and Fractional
Subjects:
fractional option pricing
meshless methods
multiquadric radial basis functions
partial differential equations
numerical method
Online Access:https://www.mdpi.com/2504-3110/9/7/414
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