scientific article; zbMATH DE number 7241966
zbMath1453.91106MaRDI QIDQ5119608
Pradip R. Bhadane, Kirtiwant P. Ghadle, Ahmed A. Hamoud
Publication date: 31 August 2020
Full work available at URL: http://nfaa.kyungnam.ac.kr/journal-nfaa/index.php/NFAA/article/view/1286
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Black-Scholes equationEuropean option pricinghomotopy perturbation methodCaputo fractional derivativesElzaki transform
Numerical methods (including Monte Carlo methods) (91G60) Derivative securities (option pricing, hedging, etc.) (91G20) Numerical methods for integral transforms (65R10) Numerical methods for partial differential equations, initial value and time-dependent initial-boundary value problems (65M99) Fractional partial differential equations (35R11)
Cites Work
- The Pricing of Options and Corporate Liabilities
- Homotopy perturbation method for fractional Black-Scholes European option pricing equations using Sumudu transform
- On analytical solutions of the Black-Scholes equation
- Numerical solution of linear and nonlinear Black-Scholes option pricing equations
- A new direct method for solving the Black-Scholes equation
- Usage of the homotopy analysis method for solving fractional Volterra-Fredholm integro-differential equation of the second kind
- The Approximate Solutions of Fractional Volterra-Fredholm Integro-Differential Equations by using Analytical Techniques
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