%0 Journal Article
%T Numerical Solutions for Fractional Black-Scholes Option Pricing Equation
%J Global Analysis and Discrete Mathematics
%I Damghan University Press
%Z 2476-5341
%A Akrami, M.H.
%A Erjaee, G.H.
%D 2016
%\ 08/01/2016
%V 1
%N 1
%P 9-14
%! Numerical Solutions for Fractional Black-Scholes Option Pricing Equation
%K Fractional Black-Schole
%K Numerical solutions
%K Finite difference
%R 10.22128/gadm.2016.43
%X In this article we have applied a numerical finite difference method to solve the Black-Scholes European and American option pricing both presented by fractional differential equations in time and asset.
%U https://gadm.du.ac.ir/article_43_1e7161e7111fd5dabeacf95a8516122e.pdf