A fractional Black-Scholes model with stochastic volatility and European option pricing - He, Xin-Jiang; Lin, Sha (Expert systems with applications, 2021)
Keywords: Cosine series; Exact solutions; Explicit and analytical; FMLS model; Fourier series; Fractional partial differential equation; Partial differential equations; Pricing; Securities prices; Stochastic models; Stochastic volatility; Volatility; FMLS model; Stochastic volatility; Explicit and analytical; Fractional partial differential equation