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 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 …

To price vanilla European and American options via the fractional Black–Scholes model, first
a (2− α)-order discretization scheme for the Caputo fractional derivative based upon graded …

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 …

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 …

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 …

The variation in the option pricing of the fractal transmission system is modelled by the time
fractional Black–Scholes equation (TFBSE). This paper proposes an efficient local meshless …

A local meshless radial basis function collocation differential quadrature (LMRBFCDQ) is
proposed for the numerical solution of a single and multi-asset option pricing PDE models …

This paper is concerned with the design of a high order numerical approach based on a
uniform mesh for efficient numerical solution of time-fractional Black-Scholes equation …

The price variation of the correlated fractal transmission system is used to deduce the
fractional Black–Scholes model that has an α α-order time fractional derivative. The …