Numerical solution of the time fractional Black-Scholes model governing European options

H. Zhang, F. Liu, Ian W. Turner, Q. Yang. Numerical solution of the time fractional Black-Scholes model governing European options. Computers & Mathematics with Applications, 71(9):1772-1783, 2016. [doi]

Authors

H. Zhang

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F. Liu

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Ian W. Turner

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Q. Yang

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