Solving Black-Scholes equations using fractional generalized homotopy analysis method (Q827357)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Solving Black-Scholes equations using fractional generalized homotopy analysis method |
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Solving Black-Scholes equations using fractional generalized homotopy analysis method (English)
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7 January 2021
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fractional calculus
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Laplace-type integral transform
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fractional partial differential equations
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Mittag-Leffler function
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implied volatility
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Monte Carlo simulation
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