Journal of Mathematical Modeling - Articles List

Keywords = ‎compact difference scheme

Numerical pricing of American options under a nonlinear Black-Scholes framework with mixed fractional Brownian motion

Volume 14, Issue 2, May 2026, Pages 557-577

10.22124/jmm.2025.30891.2773

Afshin Babaei; Maryam Rezaei

Journal of Mathematical Modeling

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