European option pricing of fractional black-scholes model using sumudu transform and its derivatives

المؤلفون المشاركون

Khan, Wasim Asghar
Ansari, Firyal Ijaz

المصدر

General Letters in Mathematics

العدد

المجلد 1، العدد 3 (31 ديسمبر/كانون الأول 2016)، ص ص. 74-80، 7ص.

الناشر

مركز رفاد للدراسات و الأبحاث

تاريخ النشر

2016-12-31

دولة النشر

الأردن

عدد الصفحات

7

التخصصات الرئيسية

الرياضيات

الملخص EN

In this work an analytical solution of Fractional Black-Scholes European option pricing equation is solved.The analytical solution is based on Sumudu Transform and its differential and integral properties.The obtained solution is presented in the form of Fractional Taylor series with easily computable components then numerical solutions are represented graphically

نمط استشهاد جمعية علماء النفس الأمريكية (APA)

Khan, Wasim Asghar& Ansari, Firyal Ijaz. 2016. European option pricing of fractional black-scholes model using sumudu transform and its derivatives. General Letters in Mathematics،Vol. 1, no. 3, pp.74-80.
https://search.emarefa.net/detail/BIM-938099

نمط استشهاد الجمعية الأمريكية للغات الحديثة (MLA)

Khan, Wasim Asghar& Ansari, Firyal Ijaz. European option pricing of fractional black-scholes model using sumudu transform and its derivatives. General Letters in Mathematics Vol. 1, no. 3 (Dec. 2016), pp.74-80.
https://search.emarefa.net/detail/BIM-938099

نمط استشهاد الجمعية الطبية الأمريكية (AMA)

Khan, Wasim Asghar& Ansari, Firyal Ijaz. European option pricing of fractional black-scholes model using sumudu transform and its derivatives. General Letters in Mathematics. 2016. Vol. 1, no. 3, pp.74-80.
https://search.emarefa.net/detail/BIM-938099

نوع البيانات

مقالات

لغة النص

الإنجليزية

الملاحظات

Includes bibliographical references : p. 80

رقم السجل

BIM-938099