Numerical solution of fractional Black‐Scholes model of American put option pricing via a nonstandard finite difference method: Stability and convergent analysis (Q5004002)
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scientific article; zbMATH DE number 7376705
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical solution of fractional Black‐Scholes model of American put option pricing via a nonstandard finite difference method: Stability and convergent analysis |
scientific article; zbMATH DE number 7376705 |
Statements
Numerical solution of fractional Black‐Scholes model of American put option pricing via a nonstandard finite difference method: Stability and convergent analysis (English)
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30 July 2021
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fractional Black-Scholes
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Grünwald-Letnikov derivative
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nonstandard finite diffidence method
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