In this paper, the fractional Black–Scholes equation in financial problem is solved by using
the numerical techniques for the option price of a European call or European put under the …

In this paper, the meshless local Petrov–Galerkin (MLPG) method is applied for solving a
generalized Black–Scholes equation in financial problems. This equation is a PDE …

The numerical solution of the time-fractional Black-Scholes model for European and
American options is presented using a local meshless collocation approach based on hybrid …

In the current paper the two-dimensional time fractional Klein-Kramers equation which
describes the subdiffusion in the presence of an external force field in phase space has …

The current work aims to exploit two techniques namely: Residual Power Series method
(RPSM) and collocation based meshfree method, for the solution of time-fractional Black …

In this paper, the element-free Galerkin (EFG) meshless method and moving Kriging
collocation meshless technique are applied for finding the numerical solution of a class of …

The most recent update of financial option models is American options under stochastic
volatility models with jumps in returns (SVJ) and stochastic volatility models with jumps in …

In this paper, a method for the numerical pricing of American and European options under
the Black–Scholes model is introduced. This approach is meshless local Petrov–Galerkin …

A compact quadratic spline collocation (QSC) method for the time-fractional Black–Scholes
model governing European option pricing is presented. Firstly, after eliminating the …

In this article, we analyse the numerical simulation of the time-fractional Black-Scholes
model governing butterfly spread option, digital option and double barrier option. For this …