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Solving Black–Scholes equations using fractional generalized homotopy analysis method

Saratha, S. R., Sai Sundara Krishnan, G., Bagyalakshmi, M. and Lim, Chee Peng 2020, Solving Black–Scholes equations using fractional generalized homotopy analysis method, Computational and Applied Mathematics, vol. 39, no. 4, doi: 10.1007/s40314-020-01306-4.

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Title Solving Black–Scholes equations using fractional generalized homotopy analysis method
Author(s) Saratha, S. R.
Sai Sundara Krishnan, G.
Bagyalakshmi, M.
Lim, Chee PengORCID iD for Lim, Chee Peng orcid.org/0000-0003-4191-9083
Journal name Computational and Applied Mathematics
Volume number 39
Issue number 4
Article ID 262
Total pages 35
Publisher Springer
Place of publication Heidelberg, Germany
Publication date 2020-12-01
ISSN 2238-3603
1807-0302
Keyword(s) fractional calculus
laplace-type integral transform
fractional partial differential equations
Mittag-Leffler function
implied votality
Monte Carlo simulation
Language eng
DOI 10.1007/s40314-020-01306-4
Indigenous content off
Field of Research 0102 Applied Mathematics
0103 Numerical and Computational Mathematics
HERDC Research category C1 Refereed article in a scholarly journal
ERA Research output type C Journal article
Copyright notice ©2020, SBMAC - Sociedade Brasileira de Matemática Aplicada e Computacional
Free to Read? Yes
Persistent URL http://hdl.handle.net/10536/DRO/DU:30143619

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Every reasonable effort has been made to ensure that permission has been obtained for items included in DRO. If you believe that your rights have been infringed by this repository, please contact drosupport@deakin.edu.au.