Generalizing subdiffusive Black-Scholes model by variable exponent: Model transformation and numerical approximation

Fuente: arXiv
Saved in:
Bibliographic Details
Main Authors: Zhang, Meihui, Liu, Yaxue, Liu, Mengmeng, Qiu, Wenlin, Zheng, Xiangcheng
Format: Preprint
Published: 2024
Subjects:
Online Access:
Tags: Add Tag
No Tags, Be the first to tag this record!