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numerical solutions for fractional black-scholes option pricing equation
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نویسنده
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akrami m.h. ,erjaee g.h.
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منبع
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analytical and numerical solutions for nonlinear equations - 2016 - دوره : 1 - شماره : 1 - صفحه:9 -14
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چکیده
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In this article we have applied a numerical nite di erence method to solve the black-scholes european and american option pricing both pre- sented by fractional di erential equations in time and asset.
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کلیدواژه
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fractional black-schole ,numerical solutions ,finite difference
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آدرس
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shiraz university, ایران, shiraz university, ایران
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پست الکترونیکی
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erjaee@shirazu.ac.ir
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عنوان
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Authors
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