Browsing Research Articles (Mathematics) by Author "Nuugulu, S.M"
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A robust numerical solution to a time-fractional Black–Scholes equation
Nuugulu, S.M; Gideon, F; Patidar, K.C (Springer Nature, 2021)Dividend paying European stock options are modeled using a time-fractional Black–Scholes (tfBS) partial differential equation (PDE). The underlying fractional stochastic dynamics explored in this work are appropriate for ...