Pricing Options Under Time-Fractional Model Using Adomian Decomposition

DOI10.1007/978-3-031-06632-0_21zbMath1521.91387MaRDI QIDQ6165078

Publication date: 31 July 2023

Published in: Nonlinear Systems and Complexity (Search for Journal in Brave)

Numerical methods (including Monte Carlo methods) (91G60) Derivative securities (option pricing, hedging, etc.) (91G20) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91) Fractional partial differential equations (35R11)

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