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Generalizing subdiffusive Black-Scholes model by variable exponent: Model transformation and numerical approximation

Published Online: 2025-12-22

Published Print: 2026-03

Authors

Zhang, Meihui

Liu, Yaxue

Liu, Mengmeng

Qiu, Wenlin

Zheng, Xiangcheng
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Text and Data Mining valid from 2025-12-22

Version of Record valid from 2025-12-22
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Article History

Received: 4 December 2024

Revised: 12 March 2025

First Online: 22 December 2025

Ethics

: Conflict of Interest The authors declare no conflict of interest.

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