A reliable treatment of residual power series method for time-fractional Black–Scholes European option pricing equations-Reference-Cited by-同舟云学术

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A reliable treatment of residual power series method for time-fractional Black–Scholes European option pricing equations

Published:2019-11 Issue: Volume:533 Page:122040
ISSN:0378-4371
Container-title:Physica A: Statistical Mechanics and its Applications
language:en
Short-container-title:Physica A: Statistical Mechanics and its Applications

Author:

Dubey Ved Prakash,Kumar Rajnesh,Kumar Devendra

Publisher

Elsevier BV

Subject

Condensed Matter Physics,Statistics and Probability

Reference61 articles.

1. The pricing of options and corporate liabilities;Black;J. Polit. Econ.,1973

2. A simple formula for valuing American and European call and put options;Manale,2000

3. Study of Black–Scholes model and its applications;Shinde,2012

4. Approximate analytical solution for the Black–Scholes equation by method of lines;Sánchez;Contemp. Eng. Sci.,2017

5. Analytical solutions for the Black–Scholes equation;Manafian;Appl. Appl. Math.,2017

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