Finite difference/Fourier spectral for a time fractional Black-Scholes model with option pricing
From MaRDI portal
Publication:2007317
DOI10.1155/2020/1393456zbMath1459.65197OpenAlexW3083199006WikidataQ113268373 ScholiaQ113268373MaRDI QIDQ2007317
Could not fetch data.
Publication date: 13 October 2020
Published in: (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2020/1393456
Could not fetch data.