Numerical Simulation of time-fractional Black-Scholes Equation using fractional variational iteration method
Abstract
https://scholar9.com/publication-detail/numerical-simulation-of-timefractional-blackscho-7717
Details
Volume
9
Issue
9
Pages
1101-1110
ISSN
2319-8133
Shivangi Gupta
"Numerical Simulation of time-fractional Black-Scholes Equation using fractional variational iteration method".
Journal of Computer and Mathematical Sciences,
vol: 9,
No. 9
Sep. 2018, pp: 1101-1110,
https://scholar9.com/publication-detail/numerical-simulation-of-timefractional-blackscho-7717