Title of article
Numerical Solutions for Fractional Black-Scholes Option Pricing Equation
Author/Authors
Akrami ، M.H. Shiraz University , Erjaee ، G.H. Shiraz University
Pages
6
From page
9
To page
14
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
Serial Year
2016
Journal title
Global Analysis and Discrete Mathematics
Record number
2462621
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