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"A novel numerical scheme for a time fractional Black-Scholes equation."

Mianfu She et al. (2021)

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DOI: 10.1007/S12190-020-01467-9

access: closed

type: Journal Article

metadata version: 2023-05-09

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  dblp key:
  - journals/jamc/SheLTL21
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  - https://dblp.org/rec/journals/jamc/SheLTL21
Mianfu She, Lili Li, Renxuan Tang, Dongfang Li:
A novel numerical scheme for a time fractional Black-Scholes equation. J. Appl. Math. Comput. 66(1-2): 853-870 (2021)

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