A B-spline collocation method for a time fractional Black-Scholes model under jump-diffusion

Mahima Sahu, Pradip Roul, Sameer N. Khandagale. A B-spline collocation method for a time fractional Black-Scholes model under jump-diffusion. J. Computational Applied Mathematics, 487:117717, 2026. [doi]

Abstract

Abstract is missing.