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Black–Scholes option pricing equations described by the Caputo generalized fractional derivative

Crossref DOI link: https://doi.org/10.1016/j.chaos.2019.05.024

Published Print: 2019-08

Update policy: https://doi.org/10.1016/elsevier_cm_policy

Authors

Fall, Aliou Niang

Ndiaye, Seydou Nourou

Sene, Ndolane
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Article Title: Black–Scholes option pricing equations described by the Caputo generalized fractional derivative

Journal Title: Chaos, Solitons & Fractals

CrossRef DOI link to publisher maintained version: https://doi.org/10.1016/j.chaos.2019.05.024

Content Type: article

Copyright: © 2019 Elsevier Ltd. All rights reserved.