Applications of Hilfer-Prabhakar operator to option pricing financial model (Q2209191)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Applications of Hilfer-Prabhakar operator to option pricing financial model |
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Applications of Hilfer-Prabhakar operator to option pricing financial model (English)
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28 October 2020
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Hilfer-Prabhakar derivatives
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Mittag-Leffler functions
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European pricing model
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Cauchy problem
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heat equation
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fractional diffusion
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