A novel numerical scheme for a time fractional Black-Scholes equation

Mianfu She, Lili Li, Renxuan Tang, Dongfang Li. A novel numerical scheme for a time fractional Black-Scholes equation. J. Appl. Math. Comput., 66(1-2):853-870, June 2021. [doi]

Authors

Mianfu She

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Lili Li

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Renxuan Tang

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Dongfang Li

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