An interior penalty method for a parabolic complementarity problem involving a fractional Black-Scholes operator

Duan, Yarui; Wang, Song; Zhou, Yuying; Zhu, Leijun

doi:10.1186/s13660-024-03203-4

J Inequal Appl

2024

DOI: 10.1186/s13660-024-03203-4

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An interior penalty method for a parabolic complementarity problem involving a fractional Black-Scholes operator

Yarui Duan,

Song Wang,

Yuying Zhou

et al.

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An interior penalty method for a parabolic complementarity problem involving a fractional Black-Scholes operator

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References 25 publications

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