[HTML][HTML] Coupled transform method for time-space fractional Black-Scholes option pricing model
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) …
(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 …
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 …
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 …
independent fractional Schrödinger equation in case of Lennard-Jones potential in one …
Zhou method for the solutions of system of proportional delay differential equations
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 …
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 …
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 …
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
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 …
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) …
(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] …
analytical solution via Shehu Transform based Adomian Decomposition Method [STADM] …