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"Numerical approximation of a time-fractional Black-Scholes equation."

Zhongdi Cen et al. (2018)

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DOI: 10.1016/J.CAMWA.2018.01.016

access: closed

type: Journal Article

metadata version: 2020-02-17

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  dblp key:
  - journals/cma/CenHXL18
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  persistent URL:
  - https://dblp.org/rec/journals/cma/CenHXL18
Zhongdi Cen, Jian Huang, Aimin Xu, Anbo Le:
Numerical approximation of a time-fractional Black-Scholes equation. Comput. Math. Appl. 75(8): 2874-2887 (2018)

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