General Letters in Mathematics

Related Articles ( Fractional Sumudu Transformmethod )

European Option Pricing of Fractional Black-Scholes Model Using Sumudu Transform and its Derivatives

Waseem Asghar Khan , Faryal Aijaz Ansari

In this work an analytical solution of Fractional Black-Scholes European option pricing equation is solved.The analytical solution is based on Sumudu Transform and its differential and integral properties.The obtained solution is presented in the form of Fractional Taylor series with easily computable ...

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