Analytical Investigation of Some Time-Fractional Black–Scholes Models by the Aboodh Residual Power Series Method
In this study, we use a new approach, known as the Aboodh residual power series method (ARPSM), in order to obtain the analytical results of the Black–Scholes differential equations (BSDEs), which are prime for judgment of European call and put options on a non-dividend-paying stock, especially when...
| Main Authors: | , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2023-01-01
|
| Series: | Mathematics |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2227-7390/11/2/276 |