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A computational weighted finite difference method for American and barrier options in subdiffusive Black-Scholes model.
Grzegorz Krzyzanowski
Marcin Magdziarz
Published in:
Commun. Nonlinear Sci. Numer. Simul. (2021)
Keyphrases
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black scholes model
option pricing
finite difference method
numerical methods
partial differential equations
image segmentation
computational complexity
similarity search
feature selection
stock price
real option
black scholes