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	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
	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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