Application of the Generalized Laplace Homotopy Perturbation Method to the Time-Fractional Black–Scholes Equations Based on the Katugampola Fractional Derivative in Caputo Type
In the finance market, the Black–Scholes equation is used to model the price change of the underlying fractal transmission system. Moreover, the fractional differential equations recently are accepted by researchers that fractional differential equations are a powerful tool in studying fractal geome...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2021-03-01
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| Series: | Computation |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2079-3197/9/3/33 |