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

Publication type: 
Journal
Autori: 
Edeki, SO; Jena, RM; Chakraverty, S; Baleanu, D
Anul: 
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