Browsing Mathematics, Statistics & Physics by Subject "Reconstructionofvariationaliterationmethod"
Now showing items 1-1 of 1
-
A New Version of Black Scholes Equation Presented by Time-Fractional Derivative
( Springer International Publishing , 2018 , Article)In this article, a new time-fractional-order Black–Scholes equation has been derived. In this derivation, the asset price satisfies in a fractional-order stochastic differential equation. Here, the effect of trend memory ...