Work

Numerical pricing of European options under time-fractional Black–Scholes equation in financial markets

Year: 2025

Type: article

Source: Chaos An Interdisciplinary Journal of Nonlinear Science

DOI: 10.1063/5.0269370

Authors: Arvind Kumar Mishra, Lalchand Verma, Omid Nikan, Mahboubeh Molavi-Arabshahi

Institution: Iran University of Science and Technology

Language: English

Topic: Fractional Differential Equations Solutions

Subfield: Modeling and Simulation

Field: Mathematics

Domain: Physical Sciences

Open Access status: closed

OpenAlex ID: W4413137892

FWCI: 4.466

Cites: 45

Cited by: 6

Related to: 10