Examples of Analytical Solutions by Means of Mittag-Leffler Function of Fractional Black-Scholes Option Pricing Equation
Crossref DOI link: https://doi.org/10.1515/fca-2015-0004
Published Online: 2015-02-10
Published Print: 2015-02
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Akrami, Mohammad Hossein
Erjaee, Gholam Hussian
Text and Data Mining valid from 2015-02-01
Version of Record valid from 2015-02-01
Article History
Received: 9 March 2014
First Online: 10 February 2015