{"id":"https://openalex.org/W3110217938","doi":"https://doi.org/10.1007/s12190-020-01467-9","title":"A novel numerical scheme for a time fractional Black\u2013Scholes equation","display_name":"A novel numerical scheme for a time fractional Black\u2013Scholes equation","publication_year":2020,"publication_date":"2020-11-23","ids":{"openalex":"https://openalex.org/W3110217938","doi":"https://doi.org/10.1007/s12190-020-01467-9","mag":"3110217938"},"language":"en","primary_location":{"id":"doi:10.1007/s12190-020-01467-9","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s12190-020-01467-9","pdf_url":null,"source":{"id":"https://openalex.org/S199913245","display_name":"Journal of Applied Mathematics and Computing","issn_l":"1598-5865","issn":["1598-5865","1865-2085"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Applied Mathematics and Computing","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5042872533","display_name":"Mianfu She","orcid":"https://orcid.org/0000-0002-0356-5360"},"institutions":[{"id":"https://openalex.org/I47720641","display_name":"Huazhong University of Science and Technology","ror":"https://ror.org/00p991c53","country_code":"CN","type":"education","lineage":["https://openalex.org/I47720641"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Mianfu She","raw_affiliation_strings":["Hubei Key Laboratory of Engineering Modeling and Scientific Computing, Huazhong University of Science and Technology, Wuhan, 430074, China","School of Mathematics and Statistics, Huazhong University of Science and Technology, Wuhan, 430074, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Hubei Key Laboratory of Engineering Modeling and Scientific Computing, Huazhong University of Science and Technology, Wuhan, 430074, China","institution_ids":["https://openalex.org/I47720641"]},{"raw_affiliation_string":"School of Mathematics and Statistics, Huazhong University of Science and Technology, Wuhan, 430074, China","institution_ids":["https://openalex.org/I47720641"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5100340090","display_name":"Lili Li","orcid":"https://orcid.org/0000-0003-4813-8124"},"institutions":[{"id":"https://openalex.org/I47720641","display_name":"Huazhong University of Science and Technology","ror":"https://ror.org/00p991c53","country_code":"CN","type":"education","lineage":["https://openalex.org/I47720641"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Lili Li","raw_affiliation_strings":["School of Mathematics and Statistics, Huazhong University of Science and Technology, Wuhan, 430074, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Mathematics and Statistics, Huazhong University of Science and Technology, Wuhan, 430074, China","institution_ids":["https://openalex.org/I47720641"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5101096629","display_name":"Renxuan Tang","orcid":null},"institutions":[{"id":"https://openalex.org/I47720641","display_name":"Huazhong University of Science and Technology","ror":"https://ror.org/00p991c53","country_code":"CN","type":"education","lineage":["https://openalex.org/I47720641"]}],"countries":["CN"],"is_corresponding":true,"raw_author_name":"Renxuan Tang","raw_affiliation_strings":["School of Mathematics and Statistics, Huazhong University of Science and Technology, Wuhan, 430074, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Mathematics and Statistics, Huazhong University of Science and Technology, Wuhan, 430074, China","institution_ids":["https://openalex.org/I47720641"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5100365824","display_name":"Dongfang Li","orcid":"https://orcid.org/0000-0002-2901-3919"},"institutions":[{"id":"https://openalex.org/I47720641","display_name":"Huazhong University of Science and Technology","ror":"https://ror.org/00p991c53","country_code":"CN","type":"education","lineage":["https://openalex.org/I47720641"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Dongfang Li","raw_affiliation_strings":["Hubei Key Laboratory of Engineering Modeling and Scientific Computing, Huazhong University of Science and Technology, Wuhan, 430074, China","School of Mathematics and Statistics, Huazhong University of Science and Technology, Wuhan, 430074, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Hubei Key Laboratory of Engineering Modeling and Scientific Computing, Huazhong University of Science and Technology, Wuhan, 430074, China","institution_ids":["https://openalex.org/I47720641"]},{"raw_affiliation_string":"School of Mathematics and Statistics, Huazhong University of Science and Technology, Wuhan, 430074, China","institution_ids":["https://openalex.org/I47720641"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5101096629"],"corresponding_institution_ids":["https://openalex.org/I47720641"],"apc_list":{"value":2390,"currency":"EUR","value_usd":2990},"apc_paid":null,"fwci":0.4067,"has_fulltext":false,"cited_by_count":22,"citation_normalized_percentile":{"value":0.69849004,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":94,"max":99},"biblio":{"volume":"66","issue":"1-2","first_page":"853","last_page":"870"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10288","display_name":"Fractional Differential Equations Solutions","score":1.0,"subfield":{"id":"https://openalex.org/subfields/2611","display_name":"Modeling and Simulation"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T10288","display_name":"Fractional Differential Equations Solutions","score":1.0,"subfield":{"id":"https://openalex.org/subfields/2611","display_name":"Modeling and Simulation"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T12727","display_name":"Differential Equations and Numerical Methods","score":0.9990000128746033,"subfield":{"id":"https://openalex.org/subfields/2612","display_name":"Numerical Analysis"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T12661","display_name":"Iterative Methods for Nonlinear Equations","score":0.9965999722480774,"subfield":{"id":"https://openalex.org/subfields/2612","display_name":"Numerical Analysis"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/discretization","display_name":"Discretization","score":0.8891233205795288},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.8570047616958618},{"id":"https://openalex.org/keywords/theory-of-computation","display_name":"Theory of computation","score":0.7648931741714478},{"id":"https://openalex.org/keywords/black\u2013scholes-model","display_name":"Black\u2013Scholes model","score":0.639437735080719},{"id":"https://openalex.org/keywords/scheme","display_name":"Scheme (mathematics)","score":0.6016655564308167},{"id":"https://openalex.org/keywords/galerkin-method","display_name":"Galerkin method","score":0.5846060514450073},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.51964271068573},{"id":"https://openalex.org/keywords/chebyshev-polynomials","display_name":"Chebyshev polynomials","score":0.5122948884963989},{"id":"https://openalex.org/keywords/variable","display_name":"Variable (mathematics)","score":0.4891260266304016},{"id":"https://openalex.org/keywords/chebyshev-filter","display_name":"Chebyshev filter","score":0.4701797068119049},{"id":"https://openalex.org/keywords/fractional-calculus","display_name":"Fractional calculus","score":0.43347835540771484},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.3290722370147705},{"id":"https://openalex.org/keywords/mathematical-analysis","display_name":"Mathematical analysis","score":0.31509432196617126},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.18632066249847412},{"id":"https://openalex.org/keywords/finite-element-method","display_name":"Finite element method","score":0.13716456294059753}],"concepts":[{"id":"https://openalex.org/C73000952","wikidata":"https://www.wikidata.org/wiki/Q17007827","display_name":"Discretization","level":2,"score":0.8891233205795288},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.8570047616958618},{"id":"https://openalex.org/C24858836","wikidata":"https://www.wikidata.org/wiki/Q844718","display_name":"Theory of computation","level":2,"score":0.7648931741714478},{"id":"https://openalex.org/C163128081","wikidata":"https://www.wikidata.org/wiki/Q1338307","display_name":"Black\u2013Scholes model","level":3,"score":0.639437735080719},{"id":"https://openalex.org/C77618280","wikidata":"https://www.wikidata.org/wiki/Q1155772","display_name":"Scheme (mathematics)","level":2,"score":0.6016655564308167},{"id":"https://openalex.org/C186899397","wikidata":"https://www.wikidata.org/wiki/Q1491980","display_name":"Galerkin method","level":3,"score":0.5846060514450073},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.51964271068573},{"id":"https://openalex.org/C129785596","wikidata":"https://www.wikidata.org/wiki/Q619511","display_name":"Chebyshev polynomials","level":2,"score":0.5122948884963989},{"id":"https://openalex.org/C182365436","wikidata":"https://www.wikidata.org/wiki/Q50701","display_name":"Variable (mathematics)","level":2,"score":0.4891260266304016},{"id":"https://openalex.org/C21424316","wikidata":"https://www.wikidata.org/wiki/Q718621","display_name":"Chebyshev filter","level":2,"score":0.4701797068119049},{"id":"https://openalex.org/C154249771","wikidata":"https://www.wikidata.org/wiki/Q1339058","display_name":"Fractional calculus","level":2,"score":0.43347835540771484},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.3290722370147705},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.31509432196617126},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.18632066249847412},{"id":"https://openalex.org/C135628077","wikidata":"https://www.wikidata.org/wiki/Q220184","display_name":"Finite element method","level":2,"score":0.13716456294059753},{"id":"https://openalex.org/C91602232","wikidata":"https://www.wikidata.org/wiki/Q756115","display_name":"Volatility (finance)","level":2,"score":0.0},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.0},{"id":"https://openalex.org/C97355855","wikidata":"https://www.wikidata.org/wiki/Q11473","display_name":"Thermodynamics","level":1,"score":0.0},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/s12190-020-01467-9","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s12190-020-01467-9","pdf_url":null,"source":{"id":"https://openalex.org/S199913245","display_name":"Journal of Applied Mathematics and Computing","issn_l":"1598-5865","issn":["1598-5865","1865-2085"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Applied Mathematics and Computing","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[{"id":"https://openalex.org/G5612984521","display_name":"\u51e0\u7c7b\u591a\u7ef4\u975e\u7ebf\u6027\u5fae\u5206\u65b9\u7a0b\u7684\u9ad8\u6027\u80fd\u6570\u503c\u7b97\u6cd5\u7814\u7a76","funder_award_id":"11771162","funder_id":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China"}],"funders":[{"id":"https://openalex.org/F4320321001","display_name":"National Natural Science Foundation of China","ror":"https://ror.org/01h0zpd94"}],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":46,"referenced_works":["https://openalex.org/W1503295912","https://openalex.org/W1969312973","https://openalex.org/W1982852196","https://openalex.org/W1987377268","https://openalex.org/W1995812921","https://openalex.org/W2007177307","https://openalex.org/W2012698396","https://openalex.org/W2035696673","https://openalex.org/W2077791698","https://openalex.org/W2082621526","https://openalex.org/W2092580182","https://openalex.org/W2125565379","https://openalex.org/W2143623732","https://openalex.org/W2294758632","https://openalex.org/W2295905769","https://openalex.org/W2315653911","https://openalex.org/W2339759570","https://openalex.org/W2425076639","https://openalex.org/W2500538847","https://openalex.org/W2510732450","https://openalex.org/W2560003211","https://openalex.org/W2601627861","https://openalex.org/W2608656286","https://openalex.org/W2619423951","https://openalex.org/W2625182672","https://openalex.org/W2778500870","https://openalex.org/W2781754946","https://openalex.org/W2787959293","https://openalex.org/W2794314669","https://openalex.org/W2806563100","https://openalex.org/W2916540042","https://openalex.org/W2941043721","https://openalex.org/W2941144190","https://openalex.org/W2955604400","https://openalex.org/W2959237220","https://openalex.org/W2963392111","https://openalex.org/W2969387617","https://openalex.org/W2989202487","https://openalex.org/W3007855411","https://openalex.org/W3011506760","https://openalex.org/W3095865464","https://openalex.org/W3126072052","https://openalex.org/W3142915818","https://openalex.org/W3149030459","https://openalex.org/W4231057775","https://openalex.org/W4253937035"],"related_works":["https://openalex.org/W2390710574","https://openalex.org/W2010728213","https://openalex.org/W2082446734","https://openalex.org/W4313560640","https://openalex.org/W2253351617","https://openalex.org/W2382532955","https://openalex.org/W2106962382","https://openalex.org/W2541927208","https://openalex.org/W4213342932","https://openalex.org/W2056379897"],"abstract_inverted_index":null,"counts_by_year":[{"year":2026,"cited_by_count":1},{"year":2025,"cited_by_count":6},{"year":2024,"cited_by_count":3},{"year":2023,"cited_by_count":2},{"year":2022,"cited_by_count":4},{"year":2021,"cited_by_count":6}],"updated_date":"2026-06-19T15:47:20.252518","created_date":"2025-10-10T00:00:00"}