The Analytical Solution for the Black-Scholes Equation with Two Assets in the Liouville-Caputo Fractional Derivative Sense

It is well known that the Black-Scholes model is used to establish the behavior of the option pricing in the financial market. In this paper, we propose the modified version of Black-Scholes model with two assets based on the Liouville-Caputo fractional derivative. The analytical solution of the pro...

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Main Authors: Sawangtong, Panumart, Trachoo, Kamonchat, Sawangtong, Wannika, Wiwatanapataphee, Benchawan
Format: Journal Article
Language:English
Published: MDPI 2018
Subjects:
Online Access:http://hdl.handle.net/20.500.11937/79262
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author Sawangtong, Panumart
Trachoo, Kamonchat
Sawangtong, Wannika
Wiwatanapataphee, Benchawan
author_facet Sawangtong, Panumart
Trachoo, Kamonchat
Sawangtong, Wannika
Wiwatanapataphee, Benchawan
author_sort Sawangtong, Panumart
building Curtin Institutional Repository
collection Online Access
description It is well known that the Black-Scholes model is used to establish the behavior of the option pricing in the financial market. In this paper, we propose the modified version of Black-Scholes model with two assets based on the Liouville-Caputo fractional derivative. The analytical solution of the proposed model is investigated by the Laplace transform homotopy perturbation method.
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institution Curtin University Malaysia
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publishDate 2018
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spelling curtin-20.500.11937-792622020-08-19T06:56:34Z The Analytical Solution for the Black-Scholes Equation with Two Assets in the Liouville-Caputo Fractional Derivative Sense Sawangtong, Panumart Trachoo, Kamonchat Sawangtong, Wannika Wiwatanapataphee, Benchawan Science & Technology Physical Sciences Mathematics Black-Scholes model fractional derivatives generalized Mittag-Leffer function Laplace transform homotopy perturbation method FINITE-DIFFERENCE METHOD AMERICAN OPTIONS MODEL It is well known that the Black-Scholes model is used to establish the behavior of the option pricing in the financial market. In this paper, we propose the modified version of Black-Scholes model with two assets based on the Liouville-Caputo fractional derivative. The analytical solution of the proposed model is investigated by the Laplace transform homotopy perturbation method. 2018 Journal Article http://hdl.handle.net/20.500.11937/79262 10.3390/math6080129 English http://creativecommons.org/licenses/by/4.0/ MDPI fulltext
spellingShingle Science & Technology
Physical Sciences
Mathematics
Black-Scholes model
fractional derivatives
generalized Mittag-Leffer function
Laplace transform homotopy perturbation method
FINITE-DIFFERENCE METHOD
AMERICAN
OPTIONS
MODEL
Sawangtong, Panumart
Trachoo, Kamonchat
Sawangtong, Wannika
Wiwatanapataphee, Benchawan
The Analytical Solution for the Black-Scholes Equation with Two Assets in the Liouville-Caputo Fractional Derivative Sense
title The Analytical Solution for the Black-Scholes Equation with Two Assets in the Liouville-Caputo Fractional Derivative Sense
title_full The Analytical Solution for the Black-Scholes Equation with Two Assets in the Liouville-Caputo Fractional Derivative Sense
title_fullStr The Analytical Solution for the Black-Scholes Equation with Two Assets in the Liouville-Caputo Fractional Derivative Sense
title_full_unstemmed The Analytical Solution for the Black-Scholes Equation with Two Assets in the Liouville-Caputo Fractional Derivative Sense
title_short The Analytical Solution for the Black-Scholes Equation with Two Assets in the Liouville-Caputo Fractional Derivative Sense
title_sort analytical solution for the black-scholes equation with two assets in the liouville-caputo fractional derivative sense
topic Science & Technology
Physical Sciences
Mathematics
Black-Scholes model
fractional derivatives
generalized Mittag-Leffer function
Laplace transform homotopy perturbation method
FINITE-DIFFERENCE METHOD
AMERICAN
OPTIONS
MODEL
url http://hdl.handle.net/20.500.11937/79262