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