Fast numerical simulation of a new time-space fractional option pricing model governing European call option (Q2007514)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fast numerical simulation of a new time-space fractional option pricing model governing European call option |
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Fast numerical simulation of a new time-space fractional option pricing model governing European call option (English)
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22 November 2019
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time-space fractional option pricing model
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modified Riemann-Liouville fractional derivative
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Caputo fractional derivative
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European call option
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fast numerical simulation
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