A robust numerical simulation of a fractional Black-Scholes equation for pricing American options
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Publication:6598052
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Cites work
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Cited in
(5)- Solving American option optimal control problems in financial markets using a novel neural network
- Regularization methods for identifying initial value of a time-fractional Black–Scholes equation
- Numerical pricing of European options under time-fractional Black-Scholes equation in financial markets
- Galerkin approach by certain shifted Jacobi polynomials for solving the time-fractional Black-Scholes equation
- Qualitative dynamics and exact traveling-wave solutions of the nonlinear Black-Scholes equation
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