scientific article; zbMATH DE number 7261023

zbMath1457.91366MaRDI QIDQ4970492

Suliman Alfaqeih, Turgut Öziş

Publication date: 14 October 2020

Full work available at URL: https://pjm.ppu.edu/sites/default/files/papers/PJM_May2020_915_to_924.pdf

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Adomian decomposition methodBlack-Scholes equationfractional differential equationAboodh transform

Mathematics Subject Classification ID

Fractional derivatives and integrals (26A33) Derivative securities (option pricing, hedging, etc.) (91G20)

Cites Work

• Solitary pattern solutions for fractional Zakharov-Kuznetsov equations with fully nonlinear dispersion
• Homotopy perturbation method for fractional Black-Scholes European option pricing equations using Sumudu transform
• Comparison between the homotopy perturbation method and the variational iteration method for linear fractional partial differential equations
• Approximate solutions for boundary value problems of time-fractional wave equation
• Homotopy perturbation method for bifurcation of nonlinear problems
• Homotopy perturbation technique
• Mellin transform method for European option pricing with Hull-White stochastic interest rate
• A single quenching point for a fractional heat equation based on the Riemann-Liouville fractional derivative with a nonlinear concentrate source
• Numerical methods for nonlinear partial differential equations of fractional order
• Modeling the Cardiac Tissue Electrode Interface Using Fractional Calculus

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