Fractional Differential Calculus · Volume 11, Issue 1

Solution of time-space fractional Black-Scholes European option pricing problem through fractional reduced differential transform method

11-01 Pages 1-15 DOI 10.7153/fdc-2021-11-01

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Authors

Manzoor Ahmad Rajshree Mishra Renu Jain

Keywords

fractional time-space Black-Scholes equation fractional derivatives fractional reduced differential transform method European option pricing Mittag-Leffler function

Subject classes

91G20 91G30 91G80 35Q91