A reliable treatment of residual power series method for time-fractional Black-Scholes European option pricing equations
From MaRDI portal
Publication:2163132
DOI10.1016/j.physa.2019.122040OpenAlexW2959237220WikidataQ127477558 ScholiaQ127477558MaRDI QIDQ2163132
Devendra Kumar, Ved Prakash Dubey, Rajnesh Kumar
Publication date: 10 August 2022
Published in: Physica A (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.physa.2019.122040
option pricingresidual errorpower series solutionresidual power series methodfractional Black-Scholes equation
Related Items (8)
Fractional modified Kawahara equation with Mittag-Leffler law ⋮ An efficient computational scheme for nonlinear time fractional systems of partial differential equations arising in physical sciences ⋮ Two efficient methods for solving fractional Lane-Emden equations with conformable fractional derivative ⋮ On the analytical treatment for the fractional-order coupled partial differential equations via fixed point formulation and generalized fractional derivative operators ⋮ Fractional approach for mathematical model of phytoplankton–toxic phytoplankton–zooplankton system with Mittag-Leffler kernel ⋮ A novel numerical scheme for a time fractional Black-Scholes equation ⋮ Exact and numerical solutions to the system of the chlorite iodide malonic acid chemical reactions ⋮ Numerical investigation of fractional model of phytoplankton–toxic phytoplankton–zooplankton system with convergence analysis
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- The Pricing of Options and Corporate Liabilities
- New results on fractional power series: theories and applications
- A novel expansion iterative method for solving linear partial differential equations of fractional order
- Homotopy perturbation method for fractional Black-Scholes European option pricing equations using Sumudu transform
- Lie symmetry analysis of differential equations in finance
- Fractional Liénard type model of a pipeline within the fractional derivative without singular kernel
- Application of residual power series method to fractional coupled physical equations arising in fluids flow
- Applications of general residual power series method to differential equations with variable coefficients
- A fractional epidemiological model for computer viruses pertaining to a new fractional derivative
- Analytical solutions of fractional foam drainage equation by residual power series method
- A representation of the exact solution of generalized Lane-Emden equations using a new analytical method
- A new derivative with normal distribution kernel: theory, methods and applications
- Synchronization of chaotic systems involving fractional operators of Liouville-Caputo type with variable-order
- The residual power series method for the one-dimensional unsteady flow of a van der Waals gas
- An efficient analytical approach for fractional equal width equations describing hydro-magnetic waves in cold plasma
- Analytical and numerical solutions of electrical circuits described by fractional derivatives
- A reliable analytical method for solving higher-order initial value problems
- Chaotic behaviour in system of noninteger-order ordinary differential equations
- A new approach for space-time fractional partial differential equations by residual power series method
- The homotopy perturbation method for the Black–Scholes equation
- Residual power series method for time-fractional Schrödinger equations
- A different approach to the European option pricing model with new fractional operator
- Computational study of noninteger order system of predation
- A new analysis for fractional rumor spreading dynamical model in a social network with Mittag-Leffler law
- A residual power series technique for solving Boussinesq–Burgers equations
- New aspects of fractional Biswas–Milovic model with Mittag-Leffler law
- A hybrid analytical algorithm for nonlinear fractional wave-like equations
This page was built for publication: A reliable treatment of residual power series method for time-fractional Black-Scholes European option pricing equations
