Solving Black-Scholes equations using fractional generalized homotopy analysis method (Q827357)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Solving Black-Scholes equations using fractional generalized homotopy analysis method |
scientific article; zbMATH DE number 7291007
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Solving Black-Scholes equations using fractional generalized homotopy analysis method |
scientific article; zbMATH DE number 7291007 |
Statements
Solving Black-Scholes equations using fractional generalized homotopy analysis method (English)
0 references
7 January 2021
0 references
fractional calculus
0 references
Laplace-type integral transform
0 references
fractional partial differential equations
0 references
Mittag-Leffler function
0 references
implied volatility
0 references
Monte Carlo simulation
0 references
0 references
0 references
0 references
0 references
0 references
