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"Parameter estimation for time-fractional Black-Scholes equation with S ..."

Xingyu An et al. (2024)

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DOI: 10.1007/S11075-023-01563-4

access: closed

type: Journal Article

metadata version: 2024-01-26

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Xingyu An, Qingxia (Jenny) Wang, Fawang Liu, Vo V. Anh, Ian W. Turner:
Parameter estimation for time-fractional Black-Scholes equation with S &P 500 index option. Numer. Algorithms 95(1): 1-30 (2024)

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