a study on existence and global asymptotical mittag-leffler stability of fractional black-scholes european option pricing equation
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نویسنده
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sayevand khosro
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منبع
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journal of hyperstructures - 2014 - دوره : 3 - شماره : 2 - صفحه:126 -138
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چکیده
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In this paper, the application of asymptotic expansion method on fractional perturbated equations are studied. furthermore, the proposed scheme is employed to obtain an analytical solution of fractional blackscholes equation for a european option pricing problem. finally, the asymptotical mittag-leffler stability of this problem will be discussed.
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کلیدواژه
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fractional equation ,blackscholes equation ,mittag-leffler stability
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آدرس
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university of malayer, faculty of mathematical sciences, iran
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پست الکترونیکی
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ksayehvand@malayeru.ac.ir
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