Analytical solution of time-fractional N-dimensional Black-Scholes equation using LHPM

Analytical solution of time-fractional N-dimensional Black-Scholes equation using LHPM

A famous Black-Scholes differential equation is used for pricing options in financial world which represents financial derivatives more significantly. Option is one of the crucial financial derivatives. Sawangtong P., Trachoo K., Sawangtong W. and Wiwattanapataphee B. obtained analytical solution of...

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Bibliographic Details
Main Authors: Sanjay Ghevariya, CHETANBHAI PATEL
Format: Article
Language:English
Published: Accademia Piceno Aprutina dei Velati 2023-12-01
Series:Ratio Mathematica
Subjects:
financial derivatives, european options, n-dimensional black-scholes equation
liouville-caputo fractional derivative, laplace homotopy perturbation method.
Online Access:http://eiris.it/ojs/index.php/ratiomathematica/article/view/1230

Internet

http://eiris.it/ojs/index.php/ratiomathematica/article/view/1230

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