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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 ...