A General Conformable Black–Scholes Equation for Option Pricing

A General Conformable Black–Scholes Equation for Option Pricing

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 c...

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Bibliographic Details
Main Authors: Paula Morales-Bañuelos, Sebastian Elias Rodríguez Bojalil, Luis Alberto Quezada-Téllez, Guillermo Fernández-Anaya
Format: Article
Language:English
Published: MDPI AG 2025-05-01
Series:Mathematics
Subjects:
BS models
generalized conformable calculus
call options
pricing of derivatives
Heston model
Online Access:https://www.mdpi.com/2227-7390/13/10/1576
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