Generalised class of time fractional black Scholes equation and numerical analysis (Q2319595)
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scientific article; zbMATH DE number 7096099
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| English | Generalised class of time fractional black Scholes equation and numerical analysis |
scientific article; zbMATH DE number 7096099 |
Statements
Generalised class of time fractional black Scholes equation and numerical analysis (English)
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20 August 2019
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time fractional Black-Scholes model
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Caputo-Fabrizio fractional derivative
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fractional option pricing
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0.8737232685089111
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0.8559011220932007
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0.8555529117584229
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0.8530265688896179
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