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Solution of Black-Scholes Fractional Partial Differential Equation with two Assets by Aboodh Decomposition Method |
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PP: 273-282 |
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doi:10.18576/pfda/060404
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Author(s) |
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SulimanAlfaqeih,
Turgut Ozis,
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Abstract |
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| 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.
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