ANALYSIS OF FRACTIONAL DIFFUSION MODELS IN FINANCE (Q4601731)
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scientific article; zbMATH DE number 6829179
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ANALYSIS OF FRACTIONAL DIFFUSION MODELS IN FINANCE |
scientific article; zbMATH DE number 6829179 |
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ANALYSIS OF FRACTIONAL DIFFUSION MODELS IN FINANCE (English)
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24 January 2018
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Adomian's decomposition method
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fractional partial differential equations
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Black-Scholes equation
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analytical solution
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