A semianalytical solution of the fractional derivative model and its application in financial market
DOI10.1155/2018/1872409zbMath1398.91615OpenAlexW2795163921WikidataQ130016740 ScholiaQ130016740MaRDI QIDQ1791055
Publication date: 4 October 2018
Published in: Complexity (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2018/1872409
fractional differential equationfinancial theoryAdomian decomposition method with the finite difference methodEuropean option pricing model
Numerical methods (including Monte Carlo methods) (91G60) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Financial applications of other theories (91G80) Derivative securities (option pricing, hedging, etc.) (91G20) Fractional partial differential equations (35R11)
Related Items (2)
Cites Work
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