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"A weighted finite difference method for subdiffusive Black Scholes Model."

Grzegorz Krzyzanowski, Marcin Magdziarz, Lukasz Plociniczak (2019)

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DOI: —

access: open

type: Informal or Other Publication

metadata version: 2019-07-08

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  - electronic edition @ arxiv.org (open access)
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  dblp key:
  - journals/corr/abs-1907-00297
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  persistent URL:
  - https://dblp.org/rec/journals/corr/abs-1907-00297
Grzegorz Krzyzanowski, Marcin Magdziarz, Lukasz Plociniczak:
A weighted finite difference method for subdiffusive Black Scholes Model. CoRR abs/1907.00297 (2019)

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