Solution of time-space fractional Black-Scholes European option pricing problem through fractional reduced differential transform method (Q5078137)
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scientific article; zbMATH DE number 7530043
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Solution of time-space fractional Black-Scholes European option pricing problem through fractional reduced differential transform method |
scientific article; zbMATH DE number 7530043 |
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Solution of time-space fractional Black-Scholes European option pricing problem through fractional reduced differential transform method (English)
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20 May 2022
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fractional time-space Black-Scholes equation
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fractional derivatives
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fractional reduced differential transform method
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European option pricing
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Mittag-Leffler function
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