Numerical computation of fractional Black–Scholes equation arising in financial market-Reference-Cited by-同舟云学术

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Numerical computation of fractional Black–Scholes equation arising in financial market

Published:2014-12 Issue:3-4 Volume:1 Page:177-183
ISSN:2314-808X
Container-title:Egyptian Journal of Basic and Applied Sciences
language:en
Short-container-title:Egyptian Journal of Basic and Applied Sciences

Author:

Kumar Sunil¹,Kumar Devendra²,Singh Jagdev³

Affiliation:

1. Department of Mathematics,National Institute of Technology,Jamshedpur,831014,Jharkhand,India

2. Department of Mathematics,JECRC University,Jaipur,303905,Rajasthan,India

3. Department of Mathematics,Jagan Nath University,Jaipur,303901,Rajasthan,India

Publisher

Informa UK Limited

Link

https://www.tandfonline.com/doi/pdf/10.1016/j.ejbas.2014.10.003

Reference37 articles.

1. The Pricing of Options and Corporate Liabilities

2. On analytical solutions of the Black–Scholes equation

3. Numerical solution of linear and nonlinear Black–Scholes option pricing equations

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