Mathematical Modeling and Methods of Option Pricing

By Li-shang Jiang. 2005

214 citations recorded by the source corpus.

Subfields: Finance, Molecular Biology

View Paper: https://www.semanticscholar.org/paper/b585b0d4114bf566fbfee94d58a74918e55b6a8b

Citations in the corpus

• Solution of the Fractional Black-Scholes Option Pricing Model by Finite Difference Method (2013, unknown): “This known implicit difference results are given in [16, 17, 36].”