Progress in Fractional Differentiation & Applications
Article Title
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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