Existence and uniqueness of analytical solution of time‐fractional Black‐Scholes type equation involving hyper‐Bessel operator

DOI10.1002/MMA.7177zbMath1471.35317OpenAlexW3123291409MaRDI QIDQ5011154

Kang Qun Zhang

Publication date: 27 August 2021

Published in: Mathematical Methods in the Applied Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/mma.7177

zbMATH Keywords

inverse source problemdirect problemErdélyi-Kober fractional integralshyper-Bessel operator

Mathematics Subject Classification ID

Inverse problems for PDEs (35R30) Fractional ordinary differential equations (34A08) Fractional partial differential equations (35R11)

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Nonuniform finite difference scheme for the three-dimensional time-fractional Black-Scholes equation

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