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Optimal algebra and power series solution of fractional Black-Scholes pricing model - MaRDI portal

Optimal algebra and power series solution of fractional Black-Scholes pricing model (Q2099967)

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scientific article; zbMATH DE number 7620963
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Optimal algebra and power series solution of fractional Black-Scholes pricing model
scientific article; zbMATH DE number 7620963

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    Optimal algebra and power series solution of fractional Black-Scholes pricing model (English)
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    21 November 2022
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    Black-Scholes model
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    symmetry analysis
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    optimal system
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    power series method
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