"Solution of Black-Scholes Fractional Partial Differential Equation wit" by SulimanAlfaqeih

Progress in Fractional Differentiation & Applications

Article Title

Solution of Black-Scholes Fractional Partial Differential Equation with two Assets by Aboodh Decomposition Method

Authors

SulimanAlfaqeih, Department of Mathematics, Faculty of Sciences, Ege University, TR-35100 Izmir, TurkeyFollow

Author Country (or Countries)

Turkey

Abstract

In this paper, we present the solution of Black-Scholes fractional partial differential equation with two assets in the Caputo fractional derivative sense by the Aboodh decomposition method. This method is a mixture between new transform called Aboodh transform and the Adomian decomposition method.

Digital Object Identifier (DOI)

http://dx.doi.org/10.18576/pfda/060404

Recommended Citation

SulimanAlfaqeih (2020) "Solution of Black-Scholes Fractional Partial Differential Equation with two Assets by Aboodh Decomposition Method," Progress in Fractional Differentiation & Applications: Vol. 6: Iss. 4, Article 4.
DOI: http://dx.doi.org/10.18576/pfda/060404
Available at: https://digitalcommons.aaru.edu.jo/pfda/vol6/iss4/4

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