Numerical solution of the time fractional Black-Scholes model governing European options | |
Zhang, H.; Liu, F.; Turner, I.; Yang, Q. | |
刊名 | COMPUTERS & MATHEMATICS WITH APPLICATIONS
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2016 | |
卷号 | 71页码:1772-1783 |
关键词 | Time fractional Black-Scholes model Caputo fractional derivative Numerical simulation European option Modified Riemann-Liouville fractional derivative |
ISSN号 | 0898-1221 |
URL标识 | 查看原文 |
内容类型 | 期刊论文 |
URI标识 | http://www.corc.org.cn/handle/1471x/2896075 |
专题 | 福州大学 |
推荐引用方式 GB/T 7714 | Zhang, H.,Liu, F.,Turner, I.,et al. Numerical solution of the time fractional Black-Scholes model governing European options[J]. COMPUTERS & MATHEMATICS WITH APPLICATIONS,2016,71:1772-1783. |
APA | Zhang, H.,Liu, F.,Turner, I.,&Yang, Q..(2016).Numerical solution of the time fractional Black-Scholes model governing European options.COMPUTERS & MATHEMATICS WITH APPLICATIONS,71,1772-1783. |
MLA | Zhang, H.,et al."Numerical solution of the time fractional Black-Scholes model governing European options".COMPUTERS & MATHEMATICS WITH APPLICATIONS 71(2016):1772-1783. |
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