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A different approach to the European option pricing model with new fractional operator - MaRDI portal

A different approach to the European option pricing model with new fractional operator (Q4615565)

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scientific article; zbMATH DE number 7007613
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A different approach to the European option pricing model with new fractional operator
scientific article; zbMATH DE number 7007613

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    A different approach to the European option pricing model with new fractional operator (English)
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    29 January 2019
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    conformable fractional derivative
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    approximate-analytical solution
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    fractional option pricing equation
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    Adomian decomposition method
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    modified homotopy perturbation method
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