A novel analytical technique for the solution of time-fractional Ivancevic option pricing model
Rajarama Mohan Jena, Snehashish Chakraverty, Dumitru Bǎleanu
Topics & Concepts
Fractional Brownian motionApplied mathematicsBlack–Scholes modelFractional calculusValuation of optionsDerivative (finance)MathematicsMathematical optimizationBrownian motionType (biology)Computer scienceEconometricsEconomicsEcologyStatisticsFinancial economicsVolatility (finance)BiologyFractional Differential Equations SolutionsStochastic processes and financial applicationsFinancial Risk and Volatility Modeling