Examples of analytical solutions by means of Mittag-Leffler function of fractional Black-Scholes option pricing equation (Q2260533)
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scientific article; zbMATH DE number 6413555
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| English | Examples of analytical solutions by means of Mittag-Leffler function of fractional Black-Scholes option pricing equation |
scientific article; zbMATH DE number 6413555 |
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Examples of analytical solutions by means of Mittag-Leffler function of fractional Black-Scholes option pricing equation (English)
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11 March 2015
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fractional Black-Scholes equation
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reconstruction of variational iteration method
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Mittag-Leffler function
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0.8874704
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0.88049644
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0.87555206
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0.8736961
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0.87332153
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0.87330055
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0.8727039
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