Homotopy analysis method and its applications in the valuation of European call options with time-fractional Black-Scholes equation

Author:

Fadugba Sunday EmmanuelORCID

Publisher

Elsevier BV

Subject

General Mathematics,General Physics and Astronomy,Statistical and Nonlinear Physics,Applied Mathematics

Reference38 articles.

1. Reduced differential transform method for solving time and space local fractional partial differential equations;Acan;J Nonlinear Sci Appl,2017

2. Closed-form solution of generalized fractional Black-Scholes-like equation using fractional reduced differential transform method and fractional Laplace Homotopy perturbation method;Fadugba;Int J Eng Future Technol,2019

3. Numerical computation of fractional Black-Scholes equation arising in financial market;Kumar;Egypt J Basic Appl Sci,2014

4. Homotopy perturbation method for fractional Black-Scholes European option pricing equations using Sumudu transform;Elbeleze;Math Probl Eng. 2013;,2013

5. New approach for fractional Schrodinger-Boussinesq with Mittag-Leffler kernel;Prakasha;Math Methods Appl Sci,2020

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