A weighted finite difference method for subdiffusive Black Scholes Model
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Cited by:
- Grzegorz Krzy.zanowski & Andr'es Sosa, 2020. "Performance analysis of Zero Black-Derman-Toy interest rate model in catastrophic events: COVID-19 case study," Papers 2007.00705, arXiv.org, revised Jul 2020.
- Viktor Stojkoski & Trifce Sandev & Lasko Basnarkov & Ljupco Kocarev & Ralf Metzler, 2020. "Generalised geometric Brownian motion: Theory and applications to option pricing," Papers 2011.00312, arXiv.org.
- Grzegorz Krzy.zanowski & Marcin Magdziarz, 2020. "A computational weighted finite difference method for American and barrier options in subdiffusive Black-Scholes model," Papers 2003.05358, arXiv.org, revised Dec 2020.
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