European option pricing models described by fractional operators with classical and generalized<scp>Mittag‐Leffler</scp>kernels (Q6086473)
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scientific article; zbMATH DE number 7777095
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| English | European option pricing models described by fractional operators with classical and generalized<scp>Mittag‐Leffler</scp>kernels |
scientific article; zbMATH DE number 7777095 |
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European option pricing models described by fractional operators with classical and generalized<scp>Mittag‐Leffler</scp>kernels (English)
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12 December 2023
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Atangana-Baleanu fractional operator
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Black-Scholes option pricing models
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error analysis
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existence and uniqueness
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generalized Mittag-Leffler kernel
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0.8154463768005371
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0.8036372661590576
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0.7947500348091125
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