A New Solution to the Fractional Black–Scholes Equation Using the Daftardar-Gejji Method
The main objective of this study is to determine the existence and uniqueness of solutions to the fractional Black–Scholes equation. The solution to the fractional Black–Scholes equation is expressed as an infinite series of converging Mittag-Leffler functions. The method used to discover the new so...
| Κύριοι συγγραφείς: | , , , |
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| Μορφή: | Άρθρο |
| Γλώσσα: | English |
| Έκδοση: |
MDPI AG
2023-12-01
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| Σειρά: | Mathematics |
| Θέματα: | |
| Διαθέσιμο Online: | https://www.mdpi.com/2227-7390/11/24/4887 |