Modeling of financial processes with a space-time fractional diffusion equation of varying order (Q501519): Difference between revisions
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| Property / Mathematics Subject Classification ID: 91G80 / rank | |||
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| Property / Mathematics Subject Classification ID: 60H30 / rank | |||
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| Property / Mathematics Subject Classification ID: 26A33 / rank | |||
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| Property / Mathematics Subject Classification ID: 60E07 / rank | |||
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| Property / Mathematics Subject Classification ID: 60J60 / rank | |||
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| Property / Mathematics Subject Classification ID: 91B84 / rank | |||
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| Property / Mathematics Subject Classification ID: 91G20 / rank | |||
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| Property / zbMATH DE Number: 6672822 / rank | |||
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Caputo fractional derivative | |||
| Property / zbMATH Keywords: Caputo fractional derivative / rank | |||
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Riesz-Feller fractional derivative | |||
| Property / zbMATH Keywords: Riesz-Feller fractional derivative / rank | |||
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space-time fractional diffusion equation | |||
| Property / zbMATH Keywords: space-time fractional diffusion equation / rank | |||
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financial modeling | |||
| Property / zbMATH Keywords: financial modeling / rank | |||
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option pricing | |||
| Property / zbMATH Keywords: option pricing / rank | |||
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Revision as of 00:26, 1 July 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modeling of financial processes with a space-time fractional diffusion equation of varying order |
scientific article |
Statements
Modeling of financial processes with a space-time fractional diffusion equation of varying order (English)
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9 January 2017
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Caputo fractional derivative
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Riesz-Feller fractional derivative
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space-time fractional diffusion equation
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financial modeling
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option pricing
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