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A study on existence and global asymptotical mittag-leffler stability of fractional black-scholes european option pricing equation | ||
Journal of Hyperstructures | ||
دوره 3، شماره 2، اسفند 2014، صفحه 126-138 اصل مقاله (392.96 K) | ||
نوع مقاله: Research Paper | ||
شناسه دیجیتال (DOI): 10.22098/jhs.2014.2586 | ||
نویسنده | ||
Khosro Sayevand* | ||
Faculty of Mathematical Sciences, University of Malayer, P. O. Box 65718-18164, Malayer, Iran | ||
چکیده | ||
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. | ||
کلیدواژهها | ||
Fractional equation؛ BlackScholes equation؛ Mittag-Leffler stability | ||
مراجع | ||
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