"Generalizing subdiffusive Black-Scholes model by variable exponent: Model ..."

Meihui Zhang et al. (2024)

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DOI: 10.48550/ARXIV.2411.13913

access: open

type: Informal or Other Publication

metadata version: 2025-01-01

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  - journals/corr/abs-2411-13913
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  - https://dblp.org/rec/journals/corr/abs-2411-13913
Meihui Zhang, Mengmeng Liu, Wenlin Qiu, Xiangcheng Zheng:
Generalizing subdiffusive Black-Scholes model by variable exponent: Model transformation and numerical approximation. CoRR abs/2411.13913 (2024)

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