Examples of analytical solutions by means of Mittag-Leffler function of fractional Black-Scholes option pricing equation (Q2260533): Difference between revisions

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+On analytical solutions of the Black-Scholes equation
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+A robust and accurate finite difference method for a generalized Black-Scholes equation
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+Homotopy perturbation method for fractional Black-Scholes European option pricing equations using Sumudu transform
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+The homotopy perturbation method for the Black–Scholes equation
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+Multi-parametric Mittag-Leffler functions and their extension
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+The multi-index Mittag-Leffler functions as an important class of special functions of fractional calculus
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+Some properties of the Mittag-Leffler functions and their relation with the wright functions
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+Fractional differential equations. An introduction to fractional derivatives, fractional differential equations, to methods of their solution and some of their applications
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+Tools for computational finance
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