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"On the numerical solution of time fractional Black-Scholes equation."

Maryam Sarboland, Azim Aminataei (2022)

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DOI: 10.1080/00207160.2021.2011248

access: closed

type: Journal Article

metadata version: 2023-08-28

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Maryam Sarboland, Azim Aminataei:
On the numerical solution of time fractional Black-Scholes equation. Int. J. Comput. Math. 99(9): 1736-1753 (2022)

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