Using a Mix of Finite Difference Methods and Fractional Differential Transformations to Solve Modified Black–Scholes Fractional Equations

This paper discusses finding solutions to the modified Fractional Black–Scholes equation. As is well known, the options theory is beneficial in the stock market. Using call-and-pull options, investors can theoretically decide when to sell, hold, or buy shares for maximum profits. However, the proces...

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書誌詳細

出版年:	Mathematics
主要な著者:	Agus Sugandha, Endang Rusyaman, Sukono, Ema Carnia
フォーマット:	論文
言語:	英語
出版事項:	MDPI AG 2024-04-01
主題:	modified fractional Black–Scholes call option put option solution finite difference method fractional differential transformation method
オンライン･アクセス:	https://www.mdpi.com/2227-7390/12/7/1077