Solving the general form of the fractional Black-Scholes with two assets through reconstruction variational iteration method (Q6568874)

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scientific article; zbMATH DE number 7878047
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Solving the general form of the fractional Black-Scholes with two assets through reconstruction variational iteration method
scientific article; zbMATH DE number 7878047

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    Solving the general form of the fractional Black-Scholes with two assets through reconstruction variational iteration method (English)
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    8 July 2024
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    Katugampola fractional derivative
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    Mittag-Leffler function
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    reconstruction of variational iteration method
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