Title of article :
Numerical Solutions for Fractional Black-Scholes Option Pricing Equation
Author/Authors :
Akrami ، M.H. Shiraz University , Erjaee ، G.H. Shiraz University
Abstract :
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.
Keywords :
Fractional Black , Schole , Numerical solutions , Finite difference
Journal title :
Global Analysis and Discrete Mathematics
Journal title :
Global Analysis and Discrete Mathematics
