The Use of Partial Fractional Form of A-Stable Padé Schemes for the Solution of Fractional Diffusion Equation with Application in Option Pricing
Crossref DOI link: https://doi.org/10.1007/s10614-019-09927-6
Published Online: 2019-11-02
Published Print: 2020-12
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Ghafouri, H.
Ranjbar, M.
Khani, A.
Funding for this research was provided by:
Azarbaijan Shahid Madani University (95-114)
Text and Data Mining valid from 2019-11-02
Version of Record valid from 2019-11-02
Article History
Accepted: 30 September 2019
First Online: 2 November 2019