Finite difference methods of the spatial fractional...

IMA Journal of Applied Mathematics 2017 / 08 Vol. 82; Iss. 4

Finite difference methods of the spatial fractional Black–Schloes equation for a European call option

Zhao, Hui, Tian, Hongjiong
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Volume:
82
Language:
english
Journal:
IMA Journal of Applied Mathematics
DOI:
10.1093/imamat/hxx016
Date:
August, 2017
File:
PDF, 446 KB
english, 2017
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