A novel numerical scheme for time-fractional Black-Scholes PDE governing European options in mathematical finance
Crossref DOI link: https://doi.org/10.1007/s11075-023-01545-6
Published Online: 2023-05-27
Published Print: 2023-12
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Kaur, Jaspreet
Natesan, Srinivasan
Text and Data Mining valid from 2023-05-27
Version of Record valid from 2023-05-27
Article History
Received: 10 November 2022
Accepted: 22 March 2023
First Online: 27 May 2023
Declarations
:
: The authors declare no competing interests.