On the analysis of Black-Scholes equation for European call option involving a fractional order with generalized two dimensional differential transform method (Q5078152)
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scientific article; zbMATH DE number 7530053
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| English | On the analysis of Black-Scholes equation for European call option involving a fractional order with generalized two dimensional differential transform method |
scientific article; zbMATH DE number 7530053 |
Statements
On the analysis of Black-Scholes equation for European call option involving a fractional order with generalized two dimensional differential transform method (English)
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20 May 2022
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accuracy
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Caputo sense
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effectiveness
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fractional order
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geometric Brownian motion
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suitability
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0.8758906126022339
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0.8581982851028442
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0.8501221537590027
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0.8426581025123596
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