Homotopy perturbation method for fractional Black-Scholes European option pricing equations using Sumudu transform
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Cited in
(43)- Fast numerical simulation of a new time-space fractional option pricing model governing European call option
- Selection of shape parameter in radial basis functions for solution of time-fractional Black-Scholes models
- A compact finite difference scheme for fractional Black-Scholes option pricing model
- Touchard wavelet technique for solving time-fractional Black-Scholes model
- Application of two-dimensional Fibonacci wavelets in fractional partial differential equations arising in the financial market
- A high accuracy numerical method and its convergence for time-fractional Black-Scholes equation governing European options
- Solving Black-Scholes equations using fractional generalized homotopy analysis method
- Computational algorithm for financial mathematical model based on European option
- An efficient perturbation Sumudu transform technique for the time-fractional vibration equation with a memory dependent fractional derivative in Liouville-Caputo sense
- Fractional calculus for nanoscale flow and heat transfer
- Analytical solutions of boundary values problem of 2D and 3D Poisson and biharmonic equations by homotopy decomposition method
- A reliable treatment of residual power series method for time-fractional Black-Scholes European option pricing equations
- Approximation of time fractional Black-Scholes equation via radial kernels and transformations
- Analytical solutions of a time-fractional nonlinear transaction-cost model for stock option valuation in an illiquid market setting driven by a relaxed Black–Scholes assumption
- Faber-Schauder wavelet sparse grid approach for option pricing with transactions cost
- Homotopy analysis method and its applications in the valuation of European call options with time-fractional Black-Scholes equation
- Approximate solution of fractional Black-Scholes European option pricing equation by using ETHPM
- A reliable hybrid numerical method for a time dependent vibration model of arbitrary order
- New approximate solutions to electrostatic differential equations obtained by using numerical and analytical methods
- Numerical solution of the time fractional Black-Scholes model governing European options
- A different approach to the European option pricing model with new fractional operator
- New numerical techniques for solving fractional partial differential equations in conformable sense
- On the numerical solution of time fractional Black-Scholes equation
- Construction of interval Shannon wavelet and its application in solving nonlinear Black-Scholes equation
- A robust numerical solution to a time-fractional Black-Scholes equation
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- Numerical solution of the Black-Scholes partial differential equation for the option pricing model using the ADM-Kamal method
- Numerical solution of time-fractional Black-Scholes equation
- Design and analysis of a high order computational technique for time‐fractional Black–Scholes model describing option pricing
- Analytic and approximate solutions of the space-time fractional Schrödinger equations by homotopy perturbation Sumudu transform method
- The homotopy perturbation method for the Black–Scholes equation
- European option pricing of fractional Black-Scholes model with new Lagrange multipliers
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- Analytical solution of time fractional Black-Scholes equation with two assets through new Sumudu Transform iterative method
- The numerical simulation of the tempered fractional Black-Scholes equation for European double barrier option
- Fractional variational iteration method and its application to fractional partial differential equation
- Examples of analytical solutions by means of Mittag-Leffler function of fractional Black-Scholes option pricing equation
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