scientific article; zbMATH DE number 7441400
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Publication:5014971
zbMath1488.91167MaRDI QIDQ5014971
Sunil Kumar, Ahmet Yildirim, Leilei Wei, Yasir Khan, Hossein Jafari, Khosro Sayevand
Publication date: 8 December 2021
Full work available at URL: http://math-frac.org/Journals/JFCA/Vol2_Jan_2012/Vol2_Papers/Volume2_Paper8_Abstract.html
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Laplace transformsanalytical solutionhomotopy perturbation methodfractional Black-Scholes equationEuropean option pricing problem
Fractional derivatives and integrals (26A33) Financial applications of other theories (91G80) Derivative securities (option pricing, hedging, etc.) (91G20) Fractional ordinary differential equations (34A08)
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