Fractional Black-Scholes model with regularized Prabhakar derivative

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Publication:4985615

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




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