Laplace Decomposition Method for Solving Fractional Black-Scholes European Option Pricing Equation
نویسندگان
چکیده
منابع مشابه
Numerical Solutions for Fractional Black-Scholes Option Pricing Equation
In this article we have applied a numerical finite difference method to solve the Black-Scholes European and American option pricing both presented by fractional differential equations in time and asset.
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ژورنال
عنوان ژورنال: International Journal of Quantitative Research and Modeling
سال: 2020
ISSN: 2721-477X,2722-5046
DOI: 10.46336/ijqrm.v1i4.91