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Published at November 21

Generalizing subdiffusive Black-Scholes model by variable exponent: Model transformation and numerical approximation

math.NA

Released Date: November 21, 2024

Authors: Meihui Zhang¹, Mengmeng Liu², Wenlin Qiu³, Xiangcheng Zheng³

Aff.: ¹School of Statistics and Mathematics, Shandong University of Finance and Economics, Jinan 250014, China; ²School of Mathematics and Statistics, Hunan Normal University, Changsha, Hunan 410081, China; ³School of Mathematics, Shandong University, Jinan 250100, China

Arxiv: http://arxiv.org/abs/2411.13913v1