Fast numerical simulation of a new time-space fractional option pricing model governing European call option (Q2007514)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Fast numerical simulation of a new time-space fractional option pricing model governing European call option |
scientific article; zbMATH DE number 7134971
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fast numerical simulation of a new time-space fractional option pricing model governing European call option |
scientific article; zbMATH DE number 7134971 |
Statements
Fast numerical simulation of a new time-space fractional option pricing model governing European call option (English)
0 references
22 November 2019
0 references
time-space fractional option pricing model
0 references
modified Riemann-Liouville fractional derivative
0 references
Caputo fractional derivative
0 references
European call option
0 references
fast numerical simulation
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
