doi.org/10.1016/j.physa.2020.124380

A novel analytical technique for the solution of time-fractional Ivancevic option pricing model

Rajarama Mohan Jena

,

Snehashish Chakraverty

,

Dumitru Băleanu

Physica A Statistical Mechanics and its Applications3.10

Volume: 550, Pages: 124380 - 124380

Published: Mar 8, 2020

Paper Fields

Paper Details

Title

A novel analytical technique for the solution of time-fractional Ivancevic option pricing model

DOI

doi.org/10.1016/j.physa.2020.124380

Published Date

Mar 8, 2020

Journal

Physica A Statistical Mechanics and its Applications

Volume

550

Pages

124380 - 124380

Notes

History