An Efficient Method for Solving Fractional Black-Scholes Model with Index and Exponential Decay Kernels

An Efficient Method for Solving Fractional Black-Scholes Model with Index and Exponential Decay Kernels

The Black-Scholes equation (BSe) is fascinating in the business world for predicting the performance of financial investment valuation systems. The Caputo fractional derivative (CFD) and Caputo-Fabrizio fractional derivative operators are used in this research to analyze the BSe. The Adomian decompo...

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Bibliographic Details
Main Authors:	Saima Rashid, Saad Ihsan Butt, Zakia Hammouch, Ebenezer Bonyah
Format:	Article
Language:	English
Published:	Wiley 2022-01-01
Series:	Journal of Function Spaces
Online Access:	http://dx.doi.org/10.1155/2022/2613133
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