scientific article; zbMATH DE number 7814852
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Publication:6151473
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Publication date: 11 March 2024
Full work available at URL: http://e-ndst.kiev.ua/v23n3/6(88).pdf
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Adomian decomposition methodBlack-Scholesfractional partial differential equationKamal integral transformprice of buy and sell options
General systems (93A10) Nonlinear modes (70K75) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91) Fractional ordinary differential equations (34A08) Functional-differential equations with fractional derivatives (34K37)
Cites Work
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- The Pricing of Options and Corporate Liabilities
- Homotopy perturbation method for fractional Black-Scholes European option pricing equations using Sumudu transform
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- Quintic B-spline collocation approach for solving generalized Black-Scholes equation governing option pricing
- Solution of the fractional Black-Scholes option pricing model by finite difference method
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- Complexity and Hopf Bifurcation Analysis on a Kind of Fractional-Order IS-LM Macroeconomic System
- The homotopy perturbation method for the Black–Scholes equation
- A novel fitted finite volume method for the Black-Scholes equation governing option pricing
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