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Fractional calculus and its application in financial mathematics

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Author(s): Zubritska, Dariia; Shchestyuk, Nataliya; Sluchynskyi, Dmytro
Document Type:
Electronic Resource
Online Access:
https://doi.org/10.18523/2617-70807202424-34
https://ekmair.ukma.edu.ua/handle/123456789/34755

Additional Information
- Publisher Information:
  2024
- Subject Terms:
  fractional calculus; Riemann-Liouville derivative; Euler’s approach; Riemann-Liouville approach; Caputo‘s approach; subdiffusion; Dupire equation; Black-Scholes model; Partial Integro-Differential Equations; Dzerbayshan–Caputo derivatives; subordinator; article; Article
- Availability:
  Open access content. Open access content
- Note:
  en_US
- Other Numbers:
  KIV oai:ekmair.ukma.edu.ua:123456789/34755
  2617-7080
  2663-0648
  1557002214
- Contributing Source:
  UNIV OF KYIV-MOHYLA ACAD
  From OAIster®, provided by the OCLC Cooperative.
- Accession Number:
  edsoai.on1557002214

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