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 4 例4.2, 形状参数c敏感性分析, M=21, N=1000
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| c | α=0.7 | | α=0.3 | | | L2 | L∞ | L2 | L∞ | | 0.73 | 9.332 × 10?5 | 1.437 × 10?4 | 1.230 × 10?4 | 3.877 × 10?4 | | 0.63 | 2.173 × 10?5 | 3.245 × 10?5 | 3.875 × 10?5 | 4.690 × 10?5 | | 0.53 | 2.356 × 10?4 | 3.678 × 10?4 | 3.256 × 10?4 | 4.730 × 10?4 | | 0.43 | 5.889 × 10?4 | 7.356 × 10?4 | 6.709 × 10?4 | 9.034 × 10?4 | | 0.33 | 1.853 × 10?3 | 2.801 × 10?3 | 2.089 × 10?3 | 3.903 × 10?3 | | 0.23 | 4.743 × 10?2 | 6.082 × 10?2 | 6.044 × 10?2 | 9.871 × 10?2 |
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