Chen, W., & Wang, S. (2017). A 2nd-order FDM for a 2D fractional black-scholes equation.
Chicago Style (17th ed.) CitationChen, W., and Song Wang. A 2nd-order FDM for a 2D Fractional Black-scholes Equation. 2017.
MLA (9th ed.) CitationChen, W., and Song Wang. A 2nd-order FDM for a 2D Fractional Black-scholes Equation. 2017.
Warning: These citations may not always be 100% accurate.