Applications of Hilfer-Prabhakar operator to option pricing financial model (Q2209191)
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scientific article; zbMATH DE number 7268216
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| English | Applications of Hilfer-Prabhakar operator to option pricing financial model |
scientific article; zbMATH DE number 7268216 |
Statements
Applications of Hilfer-Prabhakar operator to option pricing financial model (English)
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28 October 2020
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Hilfer-Prabhakar derivatives
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Mittag-Leffler functions
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European pricing model
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Cauchy problem
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heat equation
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fractional diffusion
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0.784165620803833
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0.7786636352539062
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0.7751966714859009
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0.7708863615989685
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0.7707372903823853
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