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Fast solution method and simulation for the 2D time-space fractional Black-Scholes equation governing European two-asset option pricing.

Min ZhangGuo-Feng Zhang
Published in: Numer. Algorithms (2022)
Keyphrases
  • option pricing
  • numerical methods
  • neural network
  • control system
  • fuzzy logic
  • text categorization
  • life cycle
  • soft computing
  • capital budgeting