Homotopy perturbation method for fractional Black-Scholes European option pricing equations using Sumudu transform
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Publication:473753
DOI10.1155/2013/524852zbMath1299.91179OpenAlexW2028983831WikidataQ59026121 ScholiaQ59026121MaRDI QIDQ473753
Asma Ali Elbeleze, Bachok M. Taib, Adem Kilicman
Publication date: 24 November 2014
Published in: Mathematical Problems in Engineering (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2013/524852
Series solutions to PDEs (35C10) Financial applications of other theories (91G80) Derivative securities (option pricing, hedging, etc.) (91G20) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91) Fractional partial differential equations (35R11)
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