Ahmad Golbabai, Omid Nikan, Touraj Nikazad. Numerical analysis of time fractional Black-Scholes European option pricing model arising in financial market. Comput. Appl. Math., 38(4), 2019. [doi]
@article{GolbabaiNN19,
title = {Numerical analysis of time fractional Black-Scholes European option pricing model arising in financial market},
author = {Ahmad Golbabai and Omid Nikan and Touraj Nikazad},
year = {2019},
doi = {10.1007/s40314-019-0957-7},
url = {https://doi.org/10.1007/s40314-019-0957-7},
researchr = {https://researchr.org/publication/GolbabaiNN19},
cites = {0},
citedby = {0},
journal = {Comput. Appl. Math.},
volume = {38},
number = {4},
}