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Egyptian Journal of Basic and Applied Sciences Volume 1, 2014 - Issue 3-4
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Original Article

Numerical computation of fractional Black–Scholes equation arising in financial marketFootnote

Sunil KumarDepartment of Mathematics,National Institute of Technology,Jamshedpur,831014,Jharkhand,India
,
Devendra KumarDepartment of Mathematics,JECRC University,Jaipur,303905,Rajasthan,IndiaCorrespondence[email protected] [email protected] [email protected]
&
Jagdev SinghDepartment of Mathematics,Jagan Nath University,Jaipur,303901,Rajasthan,India
Pages 177-183 | Received 24 Dec 2013, Accepted 27 Oct 2014, Published online: 14 Mar 2019

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M. Sarboland & A. Aminataei. (2022) On the numerical solution of time fractional Black-Scholes equation. International Journal of Computer Mathematics 99:9, pages 1736-1753.
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S.O. Edeki, O.O. Ugbebor & E.A. Owoloko. (2017) Analytical solutions of a time-fractional nonlinear transaction-cost model for stock option valuation in an illiquid market setting driven by a relaxed Black–Scholes assumption. Cogent Mathematics 4:1.
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