Black-Scholes equation with distributed order in time

DOI10.1007/978-3-030-27550-1_39zbMath1469.91064OpenAlexW2990801148MaRDI QIDQ1982753

Magda Rebelo, M. L. Morgado

Publication date: 14 September 2021

Full work available at URL: https://doi.org/10.1007/978-3-030-27550-1_39

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91) Fractional partial differential equations (35R11)

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