Parameter estimation for time-fractional Black-Scholes equation with S &P 500 index option

Xingyu An, Qingxia (Jenny) Wang, Fawang Liu, Vo V. Anh, Ian W. Turner. Parameter estimation for time-fractional Black-Scholes equation with S &P 500 index option. Numerical Algorithms, 95(1):1-30, January 2024. [doi]

Abstract

Abstract is missing.