Numerical solution of a new generalized American option under \(\psi\)-Caputo time-fractional derivative Heston model (Q6633355)
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scientific article; zbMATH DE number 7939233
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| English | Numerical solution of a new generalized American option under \(\psi\)-Caputo time-fractional derivative Heston model |
scientific article; zbMATH DE number 7939233 |
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Numerical solution of a new generalized American option under \(\psi\)-Caputo time-fractional derivative Heston model (English)
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5 November 2024
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American option
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Heston model
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\(\psi\)-Caputo fractional derivative
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\(\psi\)-Riemann-Liouville fractional derivative
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