Theory and Modern Applications
From: Wavelets optimization method for evaluation of fractional partial differential equations: an application to financial modelling
t
α = 2
q-HATM
ħ = 0.00085
LWOM
0.2
0.383141
0.361403
0.4
0.759879
0.771825
0.6
1.223750
1.242120
0.8
1.796510
1.785540
1.0
2.475530
2.418280