A universal difference method for time-space fractional Black-Scholes equation
Crossref DOI link: https://doi.org/10.1186/s13662-016-0792-8
Published Online: 2016-03-08
Published Print: 2016-12
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Xiaozhong, Yang
Lifei, Wu
Shuzhen, Sun
Xue, Zhang
Funding for this research was provided by:
National Natural Science Foundation of China (11371135)
Fundamental Research Funds for the Central Universities (13QN30)
License valid from 2016-03-08