The aim of this paper is to resolve numericallyusing meshless method via Radial Basis Functions a time-space-fractional  Black-Scholes equation . The time-fractional partial differential equation appears in several diffusion problems used in physics and engineering applications . Using some of these ideas we numerical compute solutions of the fractional Black-Scholes formula that is used as a model for valuing call and put options on a paying stock. Time-fractional Black-Scholes models subdiffusive and superdiffusive behavior of the prices at the stock market  .
The aim of this paper is to solve numerically, using the meshless method via radial basis functions, time-space-fractional partial differential equations of type Black-Scholes . The time-fractional partial differential equation appears in several diffusion problems used in physics and engineering applications , and models subdiffusive and superdiffusive behavior of the prices at the stock market . This work shows the flexibility of the radial basis function scheme to solve multidimensional problems with several types of nodes and it also shows how to reduce the condition number of the matrices involved .
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. Using some of these ideas we numerical compute solutions of the fractional Black-Scholes formula that is used as a model for valuing call and put options on a paying stock. Time-fractional Black-Scholes
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. This work shows the flexibility of the radial basis function scheme to solve multidimensional problems with several types of nodes and it also shows how to reduce the condition number of the matrices involved