STOCHASTIC BLACK-SCHOLES EQUATION WITH TIME-FRACTIONAL DERIVATIVE ON THE HALF-LINE
نویسندگان
چکیده
منابع مشابه
Numerical Solutions for Fractional Black-Scholes Option Pricing Equation
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ژورنال
عنوان ژورنال: International Journal of Pure and Apllied Mathematics
سال: 2016
ISSN: 1311-8080,1314-3395
DOI: 10.12732/ijpam.v108i1.14