"Derivation and solutions of some fractional Black-Scholes equations in ..."

Guy Jumarie (2010)

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DOI: 10.1016/J.CAMWA.2009.05.015

access: open

type: Journal Article

metadata version: 2021-02-11

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Guy Jumarie:
Derivation and solutions of some fractional Black-Scholes equations in coarse-grained space and time. Application to Merton's optimal portfolio. Comput. Math. Appl. 59(3): 1142-1164 (2010)

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