Finite difference methods of the spatial fractional Black–Schloes equation for a European call option (Q4557276)
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scientific article; zbMATH DE number 6986675
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Finite difference methods of the spatial fractional Black–Schloes equation for a European call option |
scientific article; zbMATH DE number 6986675 |
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Finite difference methods of the spatial fractional Black–Schloes equation for a European call option (English)
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29 November 2018
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fractional Black-Scholes equation
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European call option
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finite difference method
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convergence
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stability
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