A universal difference method for time-space fractional Black-Scholes equation

Published 2016 View Full Article

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Title
A universal difference method for time-space fractional Black-Scholes equation
Authors
Keywords
time-space fractional Black-Scholes equation, universal difference method, stability, convergence, numerical experiments
Journal
Advances in Difference Equations
Volume 2016, Issue 1, Pages -
Publisher
Springer Nature
Online
2016-03-08
DOI
10.1186/s13662-016-0792-8
References
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