In this paper, a new concept for some stochastic process called fractional G-Brownian
motion (fGBm) is developed and applied to the financial markets. Compared to the standard …

The authors of Kaur and Natesan [A novel numerical scheme for time-fractional Black-
Scholes PDE governing European options in mathematical finance,(Numerical Algorithms …

The main goal of this manuscript is to develop an RBF-based meshfree method to solve the
multi-term time-fractional nonlinear two-dimensional diffusion-wave equation numerically …

In this investigation, we propose a numerical method based on the fractional‐order
generalized Taylor wavelets (FGTW) for option pricing and the fractional Black–Scholes …

Purpose Financial mathematics is one of the most rapidly evolving fields in today's banking
and cooperative industries. In the current study, a new fractional differentiation operator with …

In this paper, we are concerned with the convergence rates of an implicit-explicit (IMEX)
difference scheme for solving a two-dimensional partial integro-differential equation (PIDE) …

We present a novel approach for solving time fractional Black-Scholes partial differential
equations (tfBSPDEs) using Physics Informed Neural Network (PINN) approach. Traditional …

In this paper, we are interested in the effective numerical schemes of the time-fractional
Black–Scholes equation. We convert the original equation into an equivalent integral …

Abstract The Homotopy Perturbation Method (HPM) is a semi analytical method for solving
linear and non linear ordinary as well as partial differential equations. This paper contributes …

In this paper, the Projected Differential Transform Method (PDTM) has been used to solve
the Black Scholes differential equation for powered Modified Log Payoff (ML-Payoff) …