Fractional Black-Scholes model with regularized Prabhakar derivative (Q4985615)

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scientific article; zbMATH DE number 7337546
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Fractional Black-Scholes model with regularized Prabhakar derivative
scientific article; zbMATH DE number 7337546

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    Fractional Black-Scholes model with regularized Prabhakar derivative (English)
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    24 April 2021
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    generalized fractional Black-Scholes equation
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    regularized Prabhakar derivative
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    generalized Mittag-Leffler function
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    reconstruction of variational iteration method
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    Laplace transform
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