Abstract. In this study, we implicitly solve the generalized distributed-order time-fractional Black-Scholes equation. We employ nite di erences to approximate the time derivatives and cubic B-spline quasi-interpolation for the spatial derivatives. The error analysis of the presented method is investigated. The algorithm of this method is also presented, which shows the simplicity of implementing the method to solve the generalized distributed-order time-fractional Black-Scholes equation. Numerical results demonstrate the methods convergence rate and accuracy.
Montazeri, R. (2025). Implicit cubic B-spline quasi-interpolation for solving the generalized distributed-order time-fractional Black-Scholes equation. Computational Methods for Differential Equations, (), -. doi: 10.22034/cmde.2025.64886.2956
MLA
Montazeri, R. . "Implicit cubic B-spline quasi-interpolation for solving the generalized distributed-order time-fractional Black-Scholes equation", Computational Methods for Differential Equations, , , 2025, -. doi: 10.22034/cmde.2025.64886.2956
HARVARD
Montazeri, R. (2025). 'Implicit cubic B-spline quasi-interpolation for solving the generalized distributed-order time-fractional Black-Scholes equation', Computational Methods for Differential Equations, (), pp. -. doi: 10.22034/cmde.2025.64886.2956
CHICAGO
R. Montazeri, "Implicit cubic B-spline quasi-interpolation for solving the generalized distributed-order time-fractional Black-Scholes equation," Computational Methods for Differential Equations, (2025): -, doi: 10.22034/cmde.2025.64886.2956
VANCOUVER
Montazeri, R. Implicit cubic B-spline quasi-interpolation for solving the generalized distributed-order time-fractional Black-Scholes equation. Computational Methods for Differential Equations, 2025; (): -. doi: 10.22034/cmde.2025.64886.2956
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