A New Homotopy Transformation Method for Solving the Fuzzy Fractional Black–Scholes European Option...
A New Homotopy Transformation Method for Solving the Fuzzy Fractional Black–Scholes European Option Pricing Equations under the Concept of Granular Differentiability
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Basel: MDPI AG
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English
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Basel: MDPI AG
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The Black–Scholes option pricing model is one of the most significant achievements in modern investment science. However, many factors are constantly fluctuating in the actual financial market option pricing, such as risk-free interest rate, stock price, option underlying price, and security price volatility may be inaccurate in the real world. The...
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A New Homotopy Transformation Method for Solving the Fuzzy Fractional Black–Scholes European Option Pricing Equations under the Concept of Granular Differentiability
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TN_cdi_doaj_primary_oai_doaj_org_article_14cfc0e3a27f4240ad7974f8d6f57fc9
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https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_doaj_primary_oai_doaj_org_article_14cfc0e3a27f4240ad7974f8d6f57fc9
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ISSN
2504-3110
E-ISSN
2504-3110
DOI
10.3390/fractalfract6060286
