Fractional Black-Scholes model with regularized Prabhakar derivative
DOI10.2298/PIM1716121EzbMath1474.62361OpenAlexW2769948126MaRDI QIDQ4985615
Shiva Eshaghi, Alireza Ansari, Mohammadreza Ahmadi Darani, Reza Khoshsiar Ghaziani
Publication date: 24 April 2021
Published in: Publications de l'Institut Math?matique (Belgrade) (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2298/pim1716121e
Laplace transformgeneralized Mittag-Leffler functionreconstruction of variational iteration methodregularized Prabhakar derivativegeneralized fractional Black-Scholes equation
Applications of statistics to actuarial sciences and financial mathematics (62P05) Fractional derivatives and integrals (26A33)
Related Items (6)
Cites Work
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