Magda Rebelo
Assistant Professor, Department of Mathematics
msjr@fct.unl.pt
(email)
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Black-Scholes Equation with Distributed Order in Time
Citation:
Morgado, M. L., and M. Rebelo. "Black-Scholes Equation with Distributed Order in Time." In Progress in Industrial Mathematics at ECMI 2018., 2019.
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Recent Publications
Stable and convergent finite difference schemes on nonuniformtime meshes for distributed-order diffusion equations
A generalised distributed-order Maxwell model
Finite Difference Schemes with Non-uniform Time Meshes for Distributed-Order Diffusion Equations
A spectral approach to non-linear weakly singular fractional integro-differential equations
A distributed order viscoelastic model for small deformations
A study on mixed electro-osmotic/pressure-driven microchannel flows of a generalised Phan-Thien–Tanner fluid
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