A space-time fractional derivative model for European option pricing with transaction costs in fractal market (Q1681657): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 04:18, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A space-time fractional derivative model for European option pricing with transaction costs in fractal market |
scientific article |
Statements
A space-time fractional derivative model for European option pricing with transaction costs in fractal market (English)
0 references
24 November 2017
0 references
fractional differential equation
0 references
option pricing
0 references
approximate solution
0 references
transaction cost
0 references
