Information Sciences Letters
Abstract
Through two assets of the European call option into the form of a time-fractional order Caputo derivative, we have addressed the time-fractional Black-Scholes equations in the current paper. The homotopy analysis fractional Sumudu transform technique has been used to acquire the analytical solution through the convergence of the series solution. The approach combines the Sumudu transform and homotopy analysis approaches. Several graphs at specific and varying parameter values display the solution analysis and variations.
Recommended Citation
Kumar Pandey, Rishi; Kishun Lodhi, Ram; Sooppy Nisar, Kottakkaran; Moaaz, Osama; and M. Ali, Hegagi
(2023)
"Homotopy Analysis Fractional Sumudu Transform Method for Semi-analytic Solution of 2-D Time-Fractional Black–Scholes Equations,"
Information Sciences Letters: Vol. 12
:
Iss.
11
, PP -.
Available at:
https://digitalcommons.aaru.edu.jo/isl/vol12/iss11/11