Application of two-dimensional Fibonacci wavelets in fractional partial differential equations arising in the financial market

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Cites work

scientific article; zbMATH DE number 2015688 (Why is no real title available?)
scientific article; zbMATH DE number 6137478 (Why is no real title available?)
A nonlinear option pricing model through the Adomian decomposition method
A nonstandard finite difference scheme for the modeling and nonidentical synchronization of a novel fractional chaotic system
A novel numerical scheme for a time fractional Black-Scholes equation
Derivation and solutions of some fractional Black-Scholes equations in coarse-grained space and time. Application to Merton's optimal portfolio
Fibonacci wavelets and their applications for solving two classes of time-varying delay problems
General Lagrange scaling functions: application in general model of variable order fractional partial differential equations
General Lagrange-hybrid functions and numerical solution of differential equations containing piecewise constant delays with bibliometric analysis
Homotopy perturbation method for fractional Black-Scholes European option pricing equations using Sumudu transform
Hyperchaotic behaviors, optimal control, and synchronization of a nonautonomous cardiac conduction system
Müntz-Legendre wavelet operational matrix of fractional-order integration and its applications for solving the fractional pantograph differential equations
Numerical analysis of time fractional Black-Scholes European option pricing model arising in financial market
Numerical approach based on fractional-order Lagrange polynomials for solving a class of fractional differential equations
Numerical solution of a class of two-dimensional nonlinear Volterra integral equations using Legendre polynomials
Numerical solution of the time fractional Black-Scholes model governing European options
Numerically pricing double barrier options in a time-fractional Black-Scholes model
On k-Fibonacci sequences and polynomials and their derivatives
On a nonlinear dynamical system with both chaotic and nonchaotic behaviors: a new fractional analysis and control
Option pricing when underlying stock returns are discontinuous
Stock exchange fractional dynamics defined as fractional exponential growth driven by (usual) Gaussian white noise. Application to fractional Black-Scholes equations
The pricing of options and corporate liabilities
Two-dimensional Müntz-Legendre hybrid functions: theory and applications for solving fractional-order partial differential equations

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Barycentric interpolation collocation algorithm to solve fractional differential equations
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An innovative Fibonacci wavelet collocation method for the numerical approximation of Emden-Fowler equations

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