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 …

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 …

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 …

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 …

This article provides numerical simulations of the time-fractional coupled Korteweg–de Vries
and Klein–Gordon equations via the local meshless collocation method (LMCM) utilising the …

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 …

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 …

In this paper, we present a numerical technique for solving the time-fractional Black-Scholes
(TFBS) equation describing European options. The time-fractional derivative is described by …

In this paper, we propose a numerical method for the solution of time fractional nonlinear
sine-Gordon equation that appears extensively in classical lattice dynamics in the continuum …