A General Conformable Black–Scholes Equation for Option Pricing
Since the emergence of the Black–Scholes model (BSM) in the early 1970s, models for the pricing of financial options have been developed and evolved with mathematical tools that provide greater efficiency and accuracy in the valuation of these assets. In this research, we have used the generalized c...
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| Hlavní autoři: | , , , |
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| Médium: | Artigo |
| Jazyk: | Inglês |
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MDPI AG
2025-05-01
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| Edice: | Mathematics |
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| On-line přístup: | https://www.mdpi.com/2227-7390/13/10/1576 |
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