An efficient method for solving fractional Black-Scholes model with index and exponential decay kernels (Q2086466)

In this paper the Caputo fractional derivative and Caputo-Fabrizio fractional derivative operators are used to analyze the Black-Scholes equation (BSe). The main purpose of this research is to use leverage the Adomian decomposition method (ADM) for analyzing (BSe) of fractional order using a recently designed integral transformation known as ``Yang transformation''. More precisely, the convergence and uniqueness results for the aforementioned framework are also calculated. Using the MATLAB package, appropriate numerical findings for (BSe) option revenue frameworks utilizing multiple orders are given. The schemes' effective and comprehensive execution is investigated and confirmed in an attempt to display that it may be applicable to other nonlinear evolutionary models that emerge in business and accountancy.