求解时间分数阶B-S模型的高阶MQ拟插值方法
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张胜良,黄俊贤
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A High Order MQ Quasi-Interpolation Method for Time Fractional Black-Scholes Model
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Shengliang Zhang,Junxian Huang
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表 3 例4.1, 形状参数c敏感性分析, M=32, N=1000
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| c | α = 0.7 | | α = 0.3 | | | L2 | L∞ | L2 | L∞ | | 0.1 | 5.987 × 10?5 | 8.344 × 10?5 | 6.783 × 10?5 | 9.045 × 10?5 | | 0.2 | 3.867 × 10?5 | 4.586 × 10?5 | 4.012 × 10?5 | 4.630 × 10?5 | | 0.3 | 4.637 × 10?5 | 6.690 × 10?5 | 6.532 × 10?5 | 8.046 × 10?5 | | 0.4 | 5.450 × 10?5 | 7.098 × 10?5 | 6.998 × 10?5 | 8.993 × 10?5 | | 0.5 | 6.721 × 10?5 | 9.873 × 10?5 | 7.356 × 10?5 | 9.567 × 10?5 | | 0.6 | 7.983 × 10?5 | 1.032 × 10?4 | 8.220 × 10?5 | 1.356 × 10?4 |
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