Generalized heat diffusion equations with variable coefficients and their fractalization from the Black-Scholes equation
DOI10.1088/1572-9494/abeb05zbMath1521.35172OpenAlexW3134039503MaRDI QIDQ6055340
Ahmad Rami El-Nabulsi, Alireza Khalili Golmankhaneh
Publication date: 29 September 2023
Published in: Communications in Theoretical Physics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1088/1572-9494/abeb05
Black-Scholes equationheat kernelsfractal calculusgeneralized Burger's equationmodified diffusion equations
Economic growth models (91B62) Derivative securities (option pricing, hedging, etc.) (91G20) Fractals (28A80) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91)
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