Approximate-analytical solution to the information measure's based quanto option pricing model (Q2171444)
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scientific article; zbMATH DE number 7583075
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| English | Approximate-analytical solution to the information measure's based quanto option pricing model |
scientific article; zbMATH DE number 7583075 |
Statements
Approximate-analytical solution to the information measure's based quanto option pricing model (English)
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9 September 2022
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quanto option pricing model
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Black-Scholes equation
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Kullback relative information
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Laplace homotopy perturbation method
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Liouville-Caputo fractional derivative
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0.8762156
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0.85538214
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0.8545041
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0.85244024
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0.8504577
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0.8501626
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0.8485184
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0.8472032
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0.8457189
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