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• W2141635952 abstract "This work deals with the put option pricing problems based on the time-fractional Black-Scholes equation, where the fractional derivative is a so-called modified Riemann-Liouville fractional derivative. With the aid of symbolic calculation software, European and American put option pricing models that combine the time-fractional Black-Scholes equation with the conditions satisfied by the standard put options are numerically solved using the implicit scheme of the finite difference method." @default.
• W2141635952 created "2016-06-24" @default.
• W2141635952 creator A5002115839 @default.
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• W2141635952 date "2013-01-01" @default.
• W2141635952 modified "2023-10-16" @default.
• W2141635952 title "Solution of the Fractional Black-Scholes Option Pricing Model by Finite Difference Method" @default.
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• W2141635952 doi "https://doi.org/10.1155/2013/194286" @default.
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