Fractional Stochastic Volatility Pricing of European Option Based on Self-Adaptive Differential Evolution

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ISSN Print: 2162-2434
ISSN Online: 2162-2442
www.scirp.org/journal/jmf
E-mail: jmf@scirp.org

"Fractional Stochastic Volatility Pricing of European Option Based on Self-Adaptive Differential Evolution"
written by Yue Hu, Hongling Dong, Le Fu, Jiayang Zhai,
published by Journal of Mathematical Finance, Vol.12 No.3, 2022

has been cited by the following article(s):

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[1]	Using a Mix of Finite Difference Methods and Fractional Differential Transformations to Solve Modified Black–Scholes Fractional Equations Mathematics, 2024 DOI:10.3390/math12071077

[2]	Using a Mix of Finite Difference Methods and Fractional Differential Transformations to Solve Modified Black–Scholes Fractional Equations Mathematics, 2024 DOI:10.3390/math12071077

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