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]
@article{SheLTL21,
title = {A novel numerical scheme for a time fractional Black-Scholes equation},
author = {Mianfu She and Lili Li and Renxuan Tang and Dongfang Li},
year = {2021},
month = {June},
doi = {10.1007/s12190-020-01467-9},
url = {https://doi.org/10.1007/s12190-020-01467-9},
researchr = {https://researchr.org/publication/SheLTL21},
cites = {0},
citedby = {0},
journal = {J. Appl. Math. Comput.},
volume = {66},
number = {1-2},
pages = {853-870},
}