A different approach to the European option pricing model with new fractional operator (Q4615565)
From MaRDI portal
scientific article; zbMATH DE number 7007613
Language | Label | Description | Also known as |
---|---|---|---|
English | A different approach to the European option pricing model with new fractional operator |
scientific article; zbMATH DE number 7007613 |
Statements
A different approach to the European option pricing model with new fractional operator (English)
0 references
29 January 2019
0 references
conformable fractional derivative
0 references
approximate-analytical solution
0 references
fractional option pricing equation
0 references
Adomian decomposition method
0 references
modified homotopy perturbation method
0 references
0 references
0 references
0 references
0 references