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    Numerically Pricing Nonlinear Time-Fractional Black–Scholes Equation with Time-Dependent Parameters Under Transaction Costs

    One of the assumptions of the classical Black–Scholes (B–S) is that the market is frictionless. Also, the classical B–S model cannot show the memory effect of the stock price in the financial markets. Previous...

    M. Rezaei, A. R. Yazdanian, A. Ashrafi, S. M. Mahmoudi in Computational Economics (2022)