European option pricing models described by fractional operators with classical and generalized<scp>Mittag‐Leffler</scp>kernels (Q6086473): Difference between revisions
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Latest revision as of 09:05, 2 May 2024
scientific article; zbMATH DE number 7777095
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | European option pricing models described by fractional operators with classical and generalized<scp>Mittag‐Leffler</scp>kernels |
scientific article; zbMATH DE number 7777095 |
Statements
European option pricing models described by fractional operators with classical and generalized<scp>Mittag‐Leffler</scp>kernels (English)
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12 December 2023
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Atangana-Baleanu fractional operator
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Black-Scholes option pricing models
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error analysis
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existence and uniqueness
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generalized Mittag-Leffler kernel
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