A new method for option pricing via time-fractional PDE (Q4556420): Difference between revisions

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Latest revision as of 09:42, 30 July 2024

scientific article; zbMATH DE number 6980122
Language Label Description Also known as
English
A new method for option pricing via time-fractional PDE
scientific article; zbMATH DE number 6980122

    Statements

    A new method for option pricing via time-fractional PDE (English)
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    16 November 2018
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    option pricing
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    geometric Brownian motion
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    fractional differential equations
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    Laplace operator
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    Identifiers