Fractional Black-Scholes model with regularized Prabhakar derivative (Q4985615)
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scientific article; zbMATH DE number 7337546
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fractional Black-Scholes model with regularized Prabhakar derivative |
scientific article; zbMATH DE number 7337546 |
Statements
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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