A 2nd-Order FDM for a 2D Fractional Black-Scholes Equation
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: 2017DOI: 10.1007/978-3-319-57099-0_5
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A 2nd-Order FDM for a 2D Fractional Black-Scholes Equation
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| contributor author | Chen, W., and S. Wang. | |
| date accessioned | 2020-03-16T02:27:38Z | |
| date available | 2020-03-16T02:27:38Z | |
| date issued | 2017 | |
| identifier issn | 0302-9743 | |
| identifier other | bOCImOrV4ZgCLvfBVcmccu_DkUy2zqCUPoaH9ylPbyhwV4SsH1.pdf | |
| identifier uri | https://libsearch.um.ac.ir:443/fum/handle/fum/2135794?locale-attribute=en | |
| format | general | |
| language | English | |
| publisher | Springer International Publishing | |
| title | A 2nd-Order FDM for a 2D Fractional Black-Scholes Equation | |
| type | Journal Paper | |
| contenttype | Fulltext | |
| contenttype | Fulltext | |
| identifier padid | 14561064 | |
| identifier doi | 10.1007/978-3-319-57099-0_5 | |
| coverage | Academic | |
| pages | 46-57 | |
| filesize | 1995441 | |
| citations | 1 |