Homotopy analysis method and its applications in the valuation of European call options with time-fractional Black-Scholes equation (Q2128167)
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scientific article; zbMATH DE number 7511246
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| English | Homotopy analysis method and its applications in the valuation of European call options with time-fractional Black-Scholes equation |
scientific article; zbMATH DE number 7511246 |
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Homotopy analysis method and its applications in the valuation of European call options with time-fractional Black-Scholes equation (English)
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21 April 2022
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call option
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European style
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fractional order
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geometric Brownian motion
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homotopy analysis method
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marked point process
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time-fractional Black-Scholes equation
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0.8758906126022339
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0.8593793511390686
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0.8293014168739319
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0.8281331062316895
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