Analytical solution of time fractional Black-Scholes equation with two assets through new Sumudu Transform iterative method (Q6057551)
From MaRDI portal
scientific article; zbMATH DE number 7746023
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Analytical solution of time fractional Black-Scholes equation with two assets through new Sumudu Transform iterative method |
scientific article; zbMATH DE number 7746023 |
Statements
Analytical solution of time fractional Black-Scholes equation with two assets through new Sumudu Transform iterative method (English)
0 references
5 October 2023
0 references
new Sumudu transform iterative method
0 references
fractional Black-Scholes equation
0 references
Caputo fractional derivative
0 references
European option pricing
0 references
generalized Mittag-Leffler function
0 references
