Block-pulse operational matrix method for solving fractional Black-Scholes equation
Year of publication: |
2017
|
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Authors: | Mehrdoust, Farshid ; Sheikhani, Amir Hosein Refahi ; Mashoof, Mohammad ; Hasanzadeh, Sabahat |
Published in: |
Journal of economic studies. - Bradford : Emerald, ISSN 0144-3585, ZDB-ID 127399-1. - Vol. 44.2017, 3, p. 489-502
|
Subject: | Block-pulse operational matrix method | Black Scholes model | European option pricing problem | Fractional Black-Scholes equation | Black-Scholes-Modell | Black-Scholes model | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process | Mathematische Optimierung | Mathematical programming |
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