Fast numerical simulation of a new time-space fractional option pricing model governing European call option
نویسندگان
چکیده
منابع مشابه
European option pricing of fractional Black-Scholes model with new Lagrange multipliers
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ژورنال
عنوان ژورنال: Applied Mathematics and Computation
سال: 2018
ISSN: 0096-3003
DOI: 10.1016/j.amc.2018.06.030