A reliable treatment of residual power series method for time-fractional Black-Scholes European option pricing equations

DOI10.1016/j.physa.2019.122040OpenAlexW2959237220WikidataQ127477558 ScholiaQ127477558MaRDI QIDQ2163132

Devendra Kumar, Ved Prakash Dubey, Rajnesh Kumar

Publication date: 10 August 2022

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.physa.2019.122040

zbMATH Keywords

option pricingresidual errorpower series solutionresidual power series methodfractional Black-Scholes equation

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

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