A space-time fractional derivative model for European option pricing with transaction costs in fractal market (Q1681657)
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scientific article; zbMATH DE number 6812356
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A space-time fractional derivative model for European option pricing with transaction costs in fractal market |
scientific article; zbMATH DE number 6812356 |
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A space-time fractional derivative model for European option pricing with transaction costs in fractal market (English)
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24 November 2017
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fractional differential equation
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option pricing
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approximate solution
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transaction cost
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0.90809786
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0.89363277
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0.88906896
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0.8885516
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0.88789576
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0.8855735
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0.8839631
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