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UM E-Theses Collection (澳門大學電子學位論文庫)

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Title

Numerical method for two-dimensional time fractional Black-Scholes equation

Issue date

2020.

Author

Cai, Xiao Xiao

Faculty
Faculty of Science and Technology
Department
Department of Mathematics
Degree

M.Sc.

Subject

Options (Finance) -- Prices -- Mathematical models

Supervisor

Lei, Siu Long

Files In This Item

Full-text (Intranet only)

Location
1/F Zone C
Library URL
991009928189606306