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Fast numerical simulation of a new time-space fractional option pricing model governing European call option.
Hongmei Zhang
Fawang Liu
S. Chen
Vo Anh
J. Chen
Published in:
Appl. Math. Comput. (2018)
Keyphrases
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data mining techniques
data mining
numerical simulations
theoretical analysis
option pricing
temperature field
probabilistic model
theoretical framework
decision theoretic
black scholes model
probability distribution
high order
stochastic model
lattice boltzmann