030013 Alternating direction implicit finite difference method for time-fractional multi-asset Black-Scholes problem governing European options

030013 Alternating direction implicit finite difference method for time-fractional multi-asset Black-Scholes problem governing European options

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Veröffentlicht in:International Conference on New Trends in the Applications of Differential Equations in Sciences (8. : 2021 : Sveti Konstantin) Eighth International Conference on New Trends in the Applications of Differential Equations in Sciences (NTADES2021)
1. Verfasser: Gyulov, Tihomir B. (VerfasserIn)
Weitere Verfasser: Koleva, Miglena N. (VerfasserIn)
Pages:2021
Format: UnknownFormat
Sprache:eng
Veröffentlicht: 2022
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