… In this article, we analyse the numerical simulation of the time-fractional Black-… option,
digital option and double barrier option. For this purpose, a local meshless collocation method …

… To price the exotic options in markets with jumps, a fractional diffusion model was developed
by Cartea and del-Castillo-Negrete [5]. Liang et al. [6] proposed bifractional BS models of …

… efficient hybrid local meshless technique for the numerical solution of a multi-term time-fractional …
, which models an anomalous mobile-immobile solute transport process. The proposed …

… time fractional Black–Scholes equation (TFBSE). This paper proposes an efficient local
meshless method … Cartea et al 9 simulated the exotic options by means of the shifted Grünwald–…

… This research includes the numerical solutions of two-term time-fractional PDE models
using an efficient and accurate local meshless method. Due to the advantages of the meshless …

… to price exotic options, in particular barrier options by using the … advection–diffusion equation
by using a meshless method … Moreover, the convergence analysis of this current method is …

… numerical scheme are analyzed using Fourier analysis. Some numerical examples are …
the proposed numerical techniques to price exotic options, in particular barrier options. A further …

… used to derive the price of exotic options and barrier options. … of the time-fractional BS model
by using the S&P 500 index … In order to verify the effectiveness of our theoretical analysis, …

… The meshless method, a comparatively recent technique, utilizes radial basis functions for
solution interpolation without necessitating a mesh. Each method … compare their efficiency, …

… time-fractional model with Atangana’s conformable fractional derivative using the unified
process… In sector 2, a few ACFD and the analysis of the technique have been studied. In sector 3…