A fractional reduced differential transform method for solving time fractional Black Scholes American option pricing equation (Q5029841)
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scientific article; zbMATH DE number 7473725
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A fractional reduced differential transform method for solving time fractional Black Scholes American option pricing equation |
scientific article; zbMATH DE number 7473725 |
Statements
A fractional reduced differential transform method for solving time fractional Black Scholes American option pricing equation (English)
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14 February 2022
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fractional reduced differential transform method
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fractional Black-Scholes equation
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American options
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Mittag-Leffler function
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option pricing
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