AN ANALYTICAL SOLUTION TO TIME-SPACE FRACTIONAL BLACK-SCHOLES OPTION PRICING MODEL

被引：0
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作者：
Rezaei, Donya [1 ]
Izadi, Mohammad [1 ]
机构：
[1] Department of Applied Mathematics, Faculty of Mathematics and Computer, Shahid Bahonar University of Kerman, Kerman, Iran
来源：
UPB Scientific Bulletin, Series A: Applied Mathematics and Physics | 2023年 / 85卷 / 01期
关键词：
Analytical solution - Black-Scholes model - Complex fractional transform - Fractional transforms - Local fractional derivatives - Options pricing - Power series - Residual power - Residual power series method - Series methods;
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页码：129 / 140
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