Coupled transform method for time-space fractional Black-Scholes option pricing model
Edeki, S.O., Jena, R.M., Chakraverty, S., Baleanu, D.Volume:
59
Journal:
Alexandria Engineering Journal
DOI:
10.1016/j.aej.2020.08.031
Date:
October, 2020
File:
PDF, 497 KB
2020