On the solution of two-dimensional fractional Black-Scholes equation for European put option
type: Item
instance of: scholarly article
title: On the solution of two-dimensional fractional Black-Scholes equation for European put option
zbMATH Open document ID: 1482.91206
author: Din Prathumwan
author: Kamonchat Trachoo
published in: Advances in Difference Equations
publication date: 2021-12-07T00:00:00Z
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 91G60
Mathematics Subject Classification ID: 26A33
Mathematics Subject Classification ID: 35R11
zbMATH DE Number: 7440130
zbMATH Keywords: analytical solutions
zbMATH Keywords: fractional Black-Scholes equation
zbMATH Keywords: European put option
zbMATH Keywords: Laplace homotopy perturbation method
MaRDI profile type: Publication
full work available at URL: s13662-020-02554-8
OpenAlex ID: W3032001790
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DOI: 10.1186/S13662-020-02554-8
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description: scientific article; zbMATH DE number 7440130