A space-time fractional derivative model for European option pricing with transaction costs in fractal market (Q1681657)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A space-time fractional derivative model for European option pricing with transaction costs in fractal market |
scientific article |
Statements
A space-time fractional derivative model for European option pricing with transaction costs in fractal market (English)
0 references
24 November 2017
0 references
fractional differential equation
0 references
option pricing
0 references
approximate solution
0 references
transaction cost
0 references
0 references
0 references
0 references
0 references
0 references
0 references
