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Search: subject:"Time-fractional Black–Scholes equation"
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The convergence analysis of the numerical calculation to price the time-fractional black-scholes model
Mesgarani, H.
;
Bakhshandeh, M.
;
Aghdam, Y. Esmaeelzade
; …
- In:
Computational economics
62
(
2023
)
4
,
pp. 1845-1856
Persistent link: https://www.econbiz.de/10014437608
Saved in:
2
Lie symmetry analysis and exact solutions of
time
fractional
Black-Scholes
equation
Yu, Jicheng
;
Feng, Yuqiang
;
Wang, Xianjia
- In:
International journal of financial engineering
9
(
2022
)
4
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014234394
Saved in:
3
Numerically pricing nonlinear
time-fractional
Black-Scholes
equation
with time-dependent parameters under transaction costs
Rezaei, M.
;
Yazdanian, A. R.
;
Ashrafi, A.
;
Mahmoudi, S. M.
- In:
Computational economics
60
(
2022
)
1
,
pp. 243-280
Persistent link: https://www.econbiz.de/10013262670
Saved in:
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