Xiaoning Zhang

Numerical Solution of Time Fractional Black–Scholes Model Based on Legendre Wavelet Neural Network with Extreme Learning Machine

Xiaoning Zhang, Jianhui Yang, Yuxin Zhao

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 de…Read more