Analytical and Numerical Solution for the Time Fractional Black-Scholes Model Under Jump-Diffusion

  1. Mohapatra, J.
  2. Santra, S.
  3. Ramos, H.
Journal:
Computational Economics

ISSN: 1572-9974,  0927-7099

Year of publication: 2024

Volume: 63

Issue: 5

Pages: 1853-1878

Type: Article

DOI: 10.1007/S10614-023-10386-3 GOOGLE SCHOLAR lock_openOpen access editor