A robust numerical scheme for a time-fractional Black-Scholes partial differential equation describing stock exchange dynamics

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Publication:2131687

DOI10.1016/j.chaos.2021.110753zbMath1498.91497OpenAlexW3130255129WikidataQ114199192 ScholiaQ114199192MaRDI QIDQ2131687

Samuel M. Nuugulu, Frednard Gideon, Kailash C. Patidar

Publication date: 26 April 2022

Published in: Chaos, Solitons and Fractals (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.chaos.2021.110753




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