Numerically Pricing Nonlinear Time-Fractional Black–Scholes Equation with Time-Dependent Parameters Under Transaction Costs
Crossref DOI link: https://doi.org/10.1007/s10614-021-10148-z
Published Online: 2021-10-22
Published Print: 2022-06
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Rezaei, M.
Yazdanian, A. R.
Ashrafi, A.
Mahmoudi, S. M.
Text and Data Mining valid from 2021-10-22
Version of Record valid from 2021-10-22
Article History
Accepted: 29 June 2021
First Online: 22 October 2021