A General Conformable Black–Scholes Equation for Option Pricing
A General Conformable Black–Scholes Equation for Option Pricing
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Basel: MDPI AG
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English
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Basel: MDPI AG
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Since the emergence of the Black–Scholes model (BSM) in the early 1970s, models for the pricing of financial options have been developed and evolved with mathematical tools that provide greater efficiency and accuracy in the valuation of these assets. In this research, we have used the generalized conformable derivatives associated with seven obtai...
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A General Conformable Black–Scholes Equation for Option Pricing
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TN_cdi_doaj_primary_oai_doaj_org_article_99cf4222cebc4c0e829295f5e1d1a4af
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https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_doaj_primary_oai_doaj_org_article_99cf4222cebc4c0e829295f5e1d1a4af
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ISSN
2227-7390
E-ISSN
2227-7390
DOI
10.3390/math13101576
