On comparative analysis for the Black-Scholes model in the generalized fractional derivatives sense via Jafari transform

DOI10.1155/2021/7767848zbMath1480.91297OpenAlexW4200334747MaRDI QIDQ2064440

Yanyan Li

Publication date: 5 January 2022

Published in: Journal of Function Spaces (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2021/7767848

Mathematics Subject Classification ID

Fractional derivatives and integrals (26A33) Interest rates, asset pricing, etc. (stochastic models) (91G30) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91)

Related Items (2)

Study of concentration arising in longitudinal dispersion phenomenon by aboodh transform homotopy perturbation method ⋮ On the analytical treatment for the fractional-order coupled partial differential equations via fixed point formulation and generalized fractional derivative operators

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