Derivation and solutions of some fractional Black–Scholes equations in coarse-grained space and time. Application to Merton’s optimal portfolio

Published 2009 View Full Article

  1. Home
  2. Publications
  3. Publication Search
  4. Publication Details
Title
Derivation and solutions of some fractional Black–Scholes equations in coarse-grained space and time. Application to Merton’s optimal portfolio
Authors
Keywords
-
Journal
COMPUTERS & MATHEMATICS WITH APPLICATIONS
Volume 59, Issue 3, Pages 1142-1164
Publisher
Elsevier BV
Online
2009-07-10
DOI
10.1016/j.camwa.2009.05.015

Ask authors/readers for more resources

Protocol

Community support

Reagent

Community support

Reprint

Contact the author

Publish scientific posters with Peeref

Peeref publishes scientific posters from all research disciplines. Our Diamond Open Access policy means free access to content and no publication fees for authors.

Learn More

Find the ideal target journal for your manuscript

Explore over 38,000 international journals covering a vast array of academic fields.

Search
Webinars Posters Questions Hubs Funding Journals Articles Connect Collections Reviewers About Us FAQs Mobile App Privacy Policy Terms of Use
© Peeref 2019-2024. All rights reserved.