"Numerical approximation of a time-fractional Black-Scholes equation."

Zhongdi Cen et al. (2018)

> Home

Details and statistics

DOI: 10.1016/J.CAMWA.2018.01.016

access: closed

type: Journal Article

metadata version: 2020-02-17

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/cma/CenHXL18
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/cma/CenHXL18
Zhongdi Cen, Jian Huang, Aimin Xu, Anbo Le:
Numerical approximation of a time-fractional Black-Scholes equation. Comput. Math. Appl. 75(8): 2874-2887 (2018)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.