Modeling of financial processes with a space-time fractional diffusion equation of varying order (Q501519)
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scientific article; zbMATH DE number 6672822
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modeling of financial processes with a space-time fractional diffusion equation of varying order |
scientific article; zbMATH DE number 6672822 |
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Modeling of financial processes with a space-time fractional diffusion equation of varying order (English)
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9 January 2017
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Caputo fractional derivative
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Riesz-Feller fractional derivative
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space-time fractional diffusion equation
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financial modeling
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option pricing
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