Numerical Solutions for Fractional Black-Scholes Option Pricing Equation
نویسندگان
چکیده مقاله:
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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عنوان ژورنال
دوره 1 شماره 1
صفحات 9- 14
تاریخ انتشار 2016-08-01
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