Solving Black–Scholes equations using fractional generalized homotopy analysis method
Version 2 2024-06-06, 08:12
Version 1 2020-10-08, 16:55
journal contribution
posted on 2024-06-06, 08:12 authored by SR Saratha, G Sai Sundara Krishnan, M Bagyalakshmi, Chee Peng LimSolving Black–Scholes equations using fractional generalized homotopy analysis method
History
Journal
Computational and Applied MathematicsVolume
39Article number
ARTN 262Location
Heidelberg, GermanyOpen access
- Yes
Link to full text
ISSN
2238-3603eISSN
1807-0302Language
EnglishPublication classification
C Journal article, C1 Refereed article in a scholarly journalCopyright notice
2020, SBMAC - Sociedade Brasileira de Matemática Aplicada e ComputacionalIssue
4Publisher
SPRINGER HEIDELBERGUsage metrics
Categories
Keywords
Science & TechnologyPhysical SciencesMathematics, AppliedMathematicsFractional calculusLaplace-type integral transformFractional partial differential equationsMittag-Leffler functionImplied volatilityMonte Carlo simulationInstitute for Intelligent Systems Research and Innovation. DeakinGTP Research4901 Applied mathematics4903 Numerical and computational mathematics
Licence
Exports
RefWorks
BibTeX
Ref. manager
Endnote
DataCite
NLM
DC