Numerical Solution of Time Fractional Black–Scholes Model Based on Legendre Wavelet Neural Network with Extreme Learning Machine
In this paper, the Legendre wavelet neural network with extreme learning machine is proposed for the numerical solution of the time fractional Black–Scholes model. In this way, the operational matrix of the fractional derivative based on the two-dimensional Legendre wavelet is derived and employed t...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2022-07-01
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| Series: | Fractal and Fractional |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2504-3110/6/7/401 |