A different approach to the European option pricing model with new fractional operator

DOI10.1051/mmnp/2018009zbMath1405.91658OpenAlexW2795839441MaRDI QIDQ4615565

No author found.

Publication date: 29 January 2019

Published in: Mathematical Modelling of Natural Phenomena (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1051/mmnp/2018009

zbMATH Keywords

Adomian decomposition methodconformable fractional derivativeapproximate-analytical solutionmodified homotopy perturbation methodfractional option pricing equation

Mathematics Subject Classification ID

Financial applications of other theories (91G80) Derivative securities (option pricing, hedging, etc.) (91G20) Decomposition methods (49M27) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91) Fractional partial differential equations (35R11)

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