تصفح حسب الموضوع "FractionalBlack?Scholesequation"

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    • A New Version of Black Scholes Equation Presented by Time-Fractional Derivative 

      FarhadiA.; SalehiM.; ErjaeeG.H. ( 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 ...