An improved approximate method for solving two-dimensional time-fractional-order Black-Scholes model: a finite difference approach - Prathumwan, Din; Khonwai, Thipsuda; Phoochalong, Narisara; Chaiya, Inthira; Trachoo, Kamonchat (AIMS mathematics, 2024)
Keywords: crank-nicolson; finite difference method; multi-dimensional model; numerical simulation; time fracional-order black-scholes model