Homotopy perturbation method for fractional black-scholes european option pricing equations using sumudu transform

Mathematical Problems in Engineering

Volumn 2013, Issue , 2013, Pages

  Elbeleze, Asma Ali ^a   Kiliçman, Adem ^b   Taib, Bachok M ^a  

^a UNIVERSITI SAINS ISLAM MALAYSIA   (Malaysia)

^b UNIVERSITY PUTRA MALAYSIA   (Malaysia)

Author keywords

[No Author keywords available]

Indexed keywords

APPROXIMATE ANALYTICAL SOLUTIONS; BLACK SCHOLES EQUATIONS; COMPUTABLE COMPONENTS; CONVERGENCE POWER SERIES; FRACTIONAL DERIVATIVES; HE'S POLYNOMIALS; HOMOTOPY PERTURBATION METHOD (HPM); PERTURBATION METHOD;

CONVERGENCE OF NUMERICAL METHODS; LAPLACE TRANSFORMS;

POLYNOMIALS;

EID: 84878636659     PISSN: 1024123X     EISSN: 15635147     Source Type: Journal    
DOI: 10.1155/2013/524852     Document Type: Article

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