Optimal algebra and power series solution of fractional Black-Scholes pricing model
From MaRDI portal
Publication:2099967
DOI10.1007/s00500-021-05600-zzbMath1505.91387OpenAlexW3128668091MaRDI QIDQ2099967
Hemanta Mandal, B. Bira, Dia Zeidan
Publication date: 21 November 2022
Published in: Soft Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00500-021-05600-z
Derivative securities (option pricing, hedging, etc.) (91G20) Fractional ordinary differential equations (34A08) Fractional partial differential equations (35R11)
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