A robust numerical scheme for a time-fractional Black-Scholes partial differential equation describing stock exchange dynamics
Work
Year: 2021
Type: article
Source: Chaos Solitons & Fractals
Institutions University of the Western Cape, University of Namibia
Cites: 23
Cited by: 16
Related to: 10
FWCI: 2.608
Citation percentile (by year/subfield): 100
Subfield: Economics and Econometrics
Domain: Social Sciences
Sustainable Development Goal Peace, justice, and strong institutions
Open Access status: closed