Block-pulse operational matrix method for solving fractional Black-Scholes equation
Farshid Mehrdoust, Amir Hosein Refahi Sheikhani and Mohammad Mashoof, Sabahat Hasanzadeh
| Year of publication: |
2017
|
|---|---|
| Authors: | Mehrdoust, Farshid ; Sheikhani, Amir Hosein Refahi ; Mashoof, Mohammad ; Hasanzadeh, Sabahat |
| Published in: |
Journal of economic studies. - Bradford : Emerald, ISSN 0144-3585, ZDB-ID 127399-1. - Vol. 44.2017, 3, p. 489-502
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| Subject: | Block-pulse operational matrix method | Black Scholes model | European option pricing problem | Fractional Black-Scholes equation | Black-Scholes-Modell | Black-Scholes model | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process | Finanzmathematik | Mathematical finance | Optionsgeschäft | Option trading | Mathematische Optimierung | Mathematical programming |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/JES-05-2016-0107 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011757574