[HTML][HTML] Coupled transform method for time-space fractional Black-Scholes option pricing model

SO Edeki, RM Jena, S Chakraverty… - Alexandria Engineering …, 2020 - Elsevier
This paper presents analytical solutions of a time-space-fractional Black-Scholes model
(TSFBSM) using a coupled technique referred to as Fractional Complex Transform (FCT) …

[HTML][HTML] Optical soliton solutions for space fractional Schrödinger equation using similarity method

KK Ali, M Maneea - Results in Physics, 2023 - Elsevier
In this paper, the similarity method is employed to solve the space-fractional Schrödinger
equation, and the fractional derivative is defined in the Riesz sense. It is worth noting that the …

[PDF][PDF] Analytical solution of the time-fractional order Black-Scholes model for stock option valuation on no dividend yield basis

SO Edeki, OO Ugbebor… - … International Journal of …, 2017 - researchgate.net
In this work, we obtain analytical solutions of the time-fractional Black-Scholes equation for
European call option via a proposed relatively new semi-analytic technique hereby referred …

[HTML][HTML] A numerical method for fractional Schrödinger equation of Lennard-Jones potential

M Al-Raeei, MS El-Daher - Physics Letters A, 2019 - Elsevier
Depending on fractional analysis, we find a numerical algorithm to solve the time-
independent fractional Schrödinger equation in case of Lennard-Jones potential in one …

Zhou method for the solutions of system of proportional delay differential equations

SO Edeki, GO Akinlabi, N Hinov - MATEC Web of …, 2017 - matec-conferences.org
In this paper, we consider a viable semi-analytical approach for the approximate-analytical
solutions of certain system of functional differential equations (SFDEs) engendered by …

[PDF][PDF] On approximate and closed-form solution method for initial-value wave-like models

GO Akinlabi, SO Edeki - International Journal of Pure and Applied …, 2016 - core.ac.uk
This work presents a proposed Modified Differential Transform Method (MDTM) for obtaining
both closed-form and approximate solutions of initial-value wave-like models with variable …

[PDF][PDF] Coupled method for solving time-fractional navier-stokes equation

SO Edeki, GO Akinlabi - International Journal of Circuits, Systems and …, 2018 - core.ac.uk
This paper witnesses the coupling of two basic transforms: the He-Laplace transform (HLT)
which is a blend of Laplace transformation and Homotopy perturbation methods and the …

Numerical Investigation of the Nonlinear Coupled Fractional Massive Thirring Equation Using Two‐Scale Approach

J Liu, M Nadeem, M Habib, S Karim, H Or Roshid - Complexity, 2022 - Wiley Online Library
In this paper, we investigate the numerical solution of the coupled fractional massive Thirring
equation with the aid of He's fractional complex transform (FCT). This study plays a …

[PDF][PDF] Sixth-order and fourth-order hybrid boundary value methods for systems of boundary value problems

GO Akinlabi, RB Adeniyi - WSEAS Transactions on Mathematics, 2018 - wseas.com
Hybrid Boundary Value Methods (HyBVMs) are a new class of Boundary Value Methods
(BVMs) proposed recently for the approximation of Ordinary Differential Equations (ODEs) …

Analytical solution of time-fractional Schrödinger equations via Shehu Adomian Decomposition Method

M Kapoor, NA Shah, W Weera - AIMS Mathematics, 2022 - aimspress.com
Present research deals with the time-fractional Schrödinger equations aiming for the
analytical solution via Shehu Transform based Adomian Decomposition Method [STADM] …