Open AccessComparative Study of Two Semi-analytical Methods for the Solution of Time-Fractional Black-Scholes Equation in a Caputo Sense
Author(s) -
Sunday Emmanuel Fadugba,
Olaronke Helen Edogbanya
Publication year - 2020
Publication title -
trends in applied sciences research
Language(s) - English
Resource type - Journals
eISSN - 2151-7908
pISSN - 1819-3579
DOI - 10.3923/tasr.2020.110.114
Subject(s) - mathematics , black–scholes model , econometrics , volatility (finance)
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