Generalizing subdiffusive Black-Scholes model by variable exponent: model transformation and numerical approximation (Q6861209)
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scientific article; zbMATH DE number 8157204
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| English | Generalizing subdiffusive Black-Scholes model by variable exponent: model transformation and numerical approximation |
scientific article; zbMATH DE number 8157204 |
Statements
Generalizing subdiffusive Black-Scholes model by variable exponent: model transformation and numerical approximation (English)
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10 February 2026
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Black-Scholes model
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subdiffusion
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variable exponent
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error estimate
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option pricing
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