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]
@article{ZhangLTY16,
title = {Numerical solution of the time fractional Black-Scholes model governing European options},
author = {H. Zhang and F. Liu and Ian W. Turner and Q. Yang},
year = {2016},
doi = {10.1016/j.camwa.2016.02.007},
url = {http://dx.doi.org/10.1016/j.camwa.2016.02.007},
researchr = {https://researchr.org/publication/ZhangLTY16},
cites = {0},
citedby = {0},
journal = {Computers & Mathematics with Applications},
volume = {71},
number = {9},
pages = {1772-1783},
}