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Homotopy Analysis Fractional Sumudu Transform Method for Semi-analytic Solution of 2-D Time-Fractional Black–Scholes Equations |
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PP: 2965-2977 |
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doi:10.18576/isl/121111
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Author(s) |
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Rishi Kumar Pandey,
Ram Kishun Lodhi,
Kottakkaran Sooppy Nisar,
Osama Moaaz,
Hegagi M. Ali,
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Abstract |
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| 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. |
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