Two methods for finding invariant solutions of Guéant-Pu option pricing model with Riemann-Liouville derivative

Key Points

• The aim is to explore methods for finding invariant solutions of the Guéant-Pu option pricing model using Riemann-Liouville derivatives.
• Utilization of Riemann-Liouville derivatives in the model framework
• Application of mathematical techniques for finding invariant solutions
• Analysis of the implications for financial option pricing
• Establishment of invariant solutions within the Guéant-Pu model
• Identification of key parameters influencing option pricing
• Comparison of effectiveness between the applied methodologies