A novel analytical technique for the solution of time-fractional Ivancevic option pricing model (Q2136813)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A novel analytical technique for the solution of time-fractional Ivancevic option pricing model |
scientific article |
Statements
A novel analytical technique for the solution of time-fractional Ivancevic option pricing model (English)
0 references
12 May 2022
0 references
Black-Scholes model
0 references
FRDTM
0 references
Ivancevic model
0 references
fractional derivative
0 references
0 references
0 references
0 references
0 references