A study on existence and global asymptotical mittag-leffler stability of fractional black-scholes european option pricing equation
In this paper, the application of asymptotic expansion method on fractional perturbated equations are studied. Furthermore, the proposed scheme is employed to obtain an analytical solution of fractional BlackScholes equation for a European option pricing problem. Finally, the asymptotical Mittag-Lef...
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| Autor principal: | |
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| Format: | Artigo |
| Idioma: | Inglês |
| Publicat: |
University of Mohaghegh Ardabili
2014-12-01
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| Col·lecció: | Journal of Hyperstructures |
| Matèries: | |
| Accés en línia: | https://jhs.uma.ac.ir/article_2586_6a57105ba1a346b2ca6d76f873152921.pdf |
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