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20172026
most citedThe Finite Difference Method, for the heat equation on Sierpiński simplices

7 citations · 10 across the 8 of their papers we have counts for

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q-fin.MF2024★ 1 cited

Generalized measure Black-Scholes equation: Towards option self-similar pricing

Nizar Riane, Claire David

In this work, we give a generalized formulation of the Black-Scholes model. The novelty resides in considering the Black-Scholes model to be valid on 'average', but such that the p…