On the solution of two-dimensional fractional Black-Scholes equation for European put option (Q2058204)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On the solution of two-dimensional fractional Black-Scholes equation for European put option |
scientific article |
Statements
On the solution of two-dimensional fractional Black-Scholes equation for European put option (English)
0 references
7 December 2021
0 references
analytical solutions
0 references
fractional Black-Scholes equation
0 references
European put option
0 references
Laplace homotopy perturbation method
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references