An Analysis of the Fractional-Order Option Pricing Problem for Two Assets by the Generalized Laplace Variational Iteration Approach

An Analysis of the Fractional-Order Option Pricing Problem for Two Assets by the Generalized Laplace Variational Iteration Approach

An option is the right to buy or sell a good at a predetermined price in the future. For customers or financial companies, knowing an option’s pricing is crucial. It is well recognized that the Black–Scholes model is an effective tool for estimating the cost of an option. The Black–Scholes equation...

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書目詳細資料
主要作者:	Ampun S.
其他作者:	Mahidol University
格式:	Article
出版:	2023
主題:	Physics and Astronomy
在線閱讀:	https://repository.li.mahidol.ac.th/handle/123456789/86910
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!

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