$Homotopy perturbation method for fractional black-scholes european option pricing equations using Sumudu transform$
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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...

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Bibliographic Details
Main Authors:	Elbeleze, Asma Ali, Kilicman, Adem, M. Taib, Bachok
Format:	Article
Language:	English English
Published:	Hindawi Publishing Corporation 2013
Online Access:	http://psasir.upm.edu.my/id/eprint/30123/ http://psasir.upm.edu.my/id/eprint/30123/1/Homotopy%20perturbation%20method%20for%20fractional%20black.pdf

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