The analytical solution for the Black-Scholes equation with two assets in the Liouville-Caputo fractional derivative sense

From MaRDI portal
Publication:1634384

DOI10.3390/math6080129zbMath1418.91536OpenAlexW2884159111WikidataQ129486268 ScholiaQ129486268MaRDI QIDQ1634384

Wannika Sawangtong, Benchawan Wiwattanapataphee, Panumart Sawangtong, Kamonchat Trachoo

Publication date: 18 December 2018

Published in: Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3390/math6080129




Related Items (7)



Cites Work


This page was built for publication: The analytical solution for the Black-Scholes equation with two assets in the Liouville-Caputo fractional derivative sense