A study on existence and global asymptotical Mittag-Leffler stability of fractional Black-Scholes European option pricing equation (Q3455960)
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scientific article; zbMATH DE number 6520214
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| English | A study on existence and global asymptotical Mittag-Leffler stability of fractional Black-Scholes European option pricing equation |
scientific article; zbMATH DE number 6520214 |
Statements
11 December 2015
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European option pricing
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asymptotic expansion
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fractional Black-Scholes equation
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0.8124552965164185
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0.8066415786743164
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