PUBLICATIONS

Coupled transform method for time-space fractional Black-Scholes option pricing model

Publication type:

Journal

Authors:

Edeki, SO; Jena, RM; Chakraverty, S; Baleanu, D

Year:

2020

DOI:

http://dx.doi.org/10.1016/j.aej.2020.08.031

Journal data

Journal:

ALEXANDRIA ENGINEERING JOURNAL

Vol.:

59

Issue:

5

Pag.:

3239 3246