Solving the general form of the fractional Black–Scholes with two assets through Reconstruction Variational Iteration Method
The objective of this study is to examine the dynamic components of option pricing in the European put option market by utilizing the two-dimensional time fractional-order Black–Scholes equation. To enhance the classical Black–Scholes equation, we utilize the Caputo type of the Katugampola fractiona...
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| Asıl Yazarlar: | , , |
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| Materyal Türü: | Artigo |
| Dil: | Inglês |
| Baskı/Yayın Bilgisi: |
Elsevier
2024-05-01
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| Seri Bilgileri: | Results in Applied Mathematics |
| Konular: | |
| Online Erişim: | http://www.sciencedirect.com/science/article/pii/S2590037424000141 |
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