Simulation of a Second-Order Fractional Differential Equation: The Black-Scholes Equation for Call and Put Options as a Model

S Youness, S Hajar, FM El Mehdi… - 2023 9th International …, 2023 - ieeexplore.ieee.org
The aim of this paper is to investigate and apply the one-dimensional partial differential
Black Scholes equation to the MASI Index in order to reduce market risk during the three …