Subject
Computational Mathematics,Computational Theory and Mathematics,Modeling and Simulation
Reference40 articles.
1. The pricing of options and corporate liabilities;Black;J. Polit. Econ.,1973
2. Theory of Rational Option Pricing;Merton;Bell J. Econ. Manage. Sci.,1973
3. The finite moment log stable process and option pricing;Carr;J. Finance,2003
4. Numerical Methods of Fractional Partial Differential Equations and Applications;Liu,2015
5. Numerical solution of the space fractional Fokker–Planck Equation;Liu;J. Comput. Appl. Math.,2004
Cited by
117 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献