Numerical Solutions for Fractional Black-Scholes Option Pricing Equation

مراجع و منابع این مقاله:

• M. Bohner, Y. Zheng, On analytical solution of the Black-Scholes ...
• Z. Cen, A. Le, A robust and accurate finite difference ...
• G. Jumarie, Stock exchange fractional dynamics defined as fractional exponential ...
• A. A. Kilbas, H. M. Srivastava, J. J. Trujillo, Theory ...
• I. Podlubny, Fractional Differential Equations, Academic Press, New York (۱۹۹۹) ...
• P. Wilmott, J. Dewynne, S. Howison, Option Pricing: Mathematical Models ...
• D. A. Murio, Implicit finite difference approximation for time fractional ...
• P. Brandimarte, Numerical Methods in Finance and Economics, JohnWiley & ...
نمایش کامل مراجع