ANALYSIS OF FRACTIONAL DIFFUSION MODELS IN FINANCE (Q4601731)
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scientific article; zbMATH DE number 6829179
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| default for all languages | No label defined |
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| English | ANALYSIS OF FRACTIONAL DIFFUSION MODELS IN FINANCE |
scientific article; zbMATH DE number 6829179 |
Statements
ANALYSIS OF FRACTIONAL DIFFUSION MODELS IN FINANCE (English)
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24 January 2018
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Adomian's decomposition method
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fractional partial differential equations
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Black-Scholes equation
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analytical solution
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0.9282377
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0.9061664
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0.9001682
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0.89958364
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0.89814687
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0.8954259
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0.89476115
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0.8921586
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