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

Autor: Nuugulu, Samuel M, Gideon, Frednard, Patidar, Kailash C
Zdroj: In Chaos, Solitons and Fractals: the interdisciplinary journal of Nonlinear Science, and Nonequilibrium and Complex Phenomena April 2021 145
Databáze: ScienceDirect