نمایش مختصر رکورد

Numerical Solutions for Fractional Black-Scholes Option Pricing Equation

dc.contributor.authorAkrami, M.H.en_US
dc.contributor.authorErjaee, G.H.en_US
dc.date.accessioned1399-07-08T17:15:17Zfa_IR
dc.date.accessioned2020-09-29T17:15:17Z
dc.date.available1399-07-08T17:15:17Zfa_IR
dc.date.available2020-09-29T17:15:17Z
dc.date.issued2016-08-01en_US
dc.date.issued1395-05-11fa_IR
dc.date.submitted2015-02-07en_US
dc.date.submitted1393-11-18fa_IR
dc.identifier.citationAkrami, M.H., Erjaee, G.H.. (2016). Numerical Solutions for Fractional Black-Scholes Option Pricing Equation. Global Analysis and Discrete Mathematics, 1(1), 9-14. doi: 10.22128/gadm.2016.43en_US
dc.identifier.issn2476-5341
dc.identifier.issn2476-7700
dc.identifier.urihttps://dx.doi.org/10.22128/gadm.2016.43
dc.identifier.urihttp://gadm.du.ac.ir/article_43.html
dc.identifier.urihttps://iranjournals.nlai.ir/handle/123456789/16594
dc.description.abstractIn this article we have applied a numerical finite difference method to solve the Black-Scholes European and American option pricing both presented by fractional differential equations in time and asset.en_US
dc.format.extent275
dc.format.mimetypeapplication/pdf
dc.languageEnglish
dc.language.isoen_US
dc.publisherDamghan Universityen_US
dc.publisherدانشگاه دامغانfa_IR
dc.relation.ispartofGlobal Analysis and Discrete Mathematicsen_US
dc.relation.isversionofhttps://dx.doi.org/10.22128/gadm.2016.43
dc.subjectFractional Black-Scholeen_US
dc.subjectNumerical solutionsen_US
dc.subjectFinite differenceen_US
dc.titleNumerical Solutions for Fractional Black-Scholes Option Pricing Equationen_US
dc.typeTexten_US
dc.contributor.departmentShiraz Universityen_US
dc.contributor.departmentShiraz Universityen_US
dc.citation.volume1
dc.citation.issue1
dc.citation.spage9
dc.citation.epage14


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