Homotopy perturbation method for fractional black-scholes european option pricing equations using Sumudu transform
The homotopy perturbation method, Sumudu transform, and He’s polynomials are combined to obtain the solution of fractional Black-Scholes equation. The fractional derivative is considered in Caputo sense. Further, the same equation is solved by homotopy Laplace transform perturbation method. The resu...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English English |
| Published: |
Hindawi Publishing Corporation
2013
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| Online Access: | http://psasir.upm.edu.my/id/eprint/30123/1/Homotopy%20perturbation%20method%20for%20fractional%20black.pdf |