@inbook{750005c95bc14f1e87c5858e0bfed09d,

title = "Black-Scholes Equation with Distributed Order in Time",

abstract = "In this work we consider a Black-Scholes model which consists of a generalization of a fractional Black-Scholes equation model proposed previously. A numerical scheme is presented to solve such type of models and some numerical results are presented for European double-knock out barrier options. In this way, we are able to conclude that this generalized model is able to describe other scenarios than the ones described with the classical (integer-order) and the fractional Black-Scholes models.",

author = "Morgado, {Maria Lu{\'i}sa} and Magda Rebelo",

note = "info:eu-repo/grantAgreement/FCT/6817 - DCRRNI ID/UID%2FMulti%2F04621%2F2013/PT# info:eu-repo/grantAgreement/FCT/6817 - DCRRNI ID/UID%2FMAT%2F00297%2F2013/PT# ",

year = "2019",

doi = "10.1007/978-3-030-27550-1_39",

language = "English",

isbn = "978-3-030-27549-5",

series = "Mathematics in Industry-Cham",

publisher = "Springer",

pages = "313--319",

editor = "I. Farag{\'o} and F. Izs{\'a}k and P. Simon",

booktitle = "PROGRESS IN INDUSTRIAL MATHEMATICS AT ECMI 2018",

address = "Netherlands",

}