A space-time fractional derivative model for European option pricing with transaction costs in fractal market
type: Item
instance of: scholarly article
title: A space-time fractional derivative model for European option pricing with transaction costs in fractal market
zbMATH Open document ID: 1376.91164
author: Lina Song
published in: Chaos, Solitons and Fractals
publication date: 2017-11-24T00:00:00Z
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 60G22
Mathematics Subject Classification ID: 35R11
Mathematics Subject Classification ID: 91G60
zbMATH DE Number: 6812356
zbMATH Keywords: fractional differential equation
zbMATH Keywords: option pricing
zbMATH Keywords: approximate solution
zbMATH Keywords: transaction cost
MaRDI profile type: Publication
full work available at URL: j.chaos.2017.05.043
OpenAlex ID: W2623729930
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DOI: 10.1016/J.CHAOS.2017.05.043
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description: scientific article; zbMATH DE number 6812356