Optimizing option pricing: Exact and approximate solutions for the time-fractional Ivancevic model

Khalid K. Ali, M.A. Maaty, M. Maneea

Open source

DOI
10.1016/j.aej.2023.10.066
Published
2023-12
Container
Alexandria Engineering Journal
Publisher
Elsevier BV
Open access
unknown

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BibTeX

@article{allodium:10.1016/j.aej.2023.10.066,
  title = {Optimizing option pricing: Exact and approximate solutions for the time-fractional Ivancevic model},
  author = {Khalid K. Ali and M.A. Maaty and M. Maneea},
  year = {2023},
  journal = {Alexandria Engineering Journal},
  doi = {10.1016/j.aej.2023.10.066},
  url = {https://doi.org/10.1016/j.aej.2023.10.066}
}

RIS

TY  - JOUR
TI  - Optimizing option pricing: Exact and approximate solutions for the time-fractional Ivancevic model
AU  - Khalid K. Ali
AU  - M.A. Maaty
AU  - M. Maneea
PY  - 2023
JO  - Alexandria Engineering Journal
DO  - 10.1016/j.aej.2023.10.066
UR  - https://doi.org/10.1016/j.aej.2023.10.066
ER  - 

APA

Ali, K. K., Maaty, M., & Maneea, M. (2023). Optimizing option pricing: Exact and approximate solutions for the time-fractional Ivancevic model. Alexandria Engineering Journal. https://doi.org/10.1016/j.aej.2023.10.066

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