On the solution of two-dimensional fractional Black-Scholes equation for European put option (Q2058204)
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scientific article; zbMATH DE number 7440130
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the solution of two-dimensional fractional Black-Scholes equation for European put option |
scientific article; zbMATH DE number 7440130 |
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On the solution of two-dimensional fractional Black-Scholes equation for European put option (English)
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7 December 2021
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analytical solutions
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fractional Black-Scholes equation
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European put option
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Laplace homotopy perturbation method
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0.93015265
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0.92163396
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0.9158796
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0.9065921
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0.90498066
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