Purpose–Academic and industrial researches on nanoscale flows and heat transfers are an
area of increasing global interest, where fascinating phenomena are always observed, eg …

In this paper, time-fractional partial differential equations (FPDEs) involving singular and non-
singular kernel are considered. We have obtained the approximate analytical solution for …

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 …

When considering the price change of the underlying fractal transmission system, a
fractional Black–Scholes (BS) model with an α-order time fractional derivative is derived. In …

Recently, fractional differential equations (FDEs) have attracted much more attention in
modeling real-life problems. Since most FDEs do not have exact solutions, numerical …

In this work, we have derived an approximate solution of the fractional Black-Scholes
models using an iterative method. The fractional differentiation operator used in this paper is …

The pioneering work in finance by Black, Scholes and Merton during the 1970s led to the
emergence of the Black-Scholes (BS) equation, which offers a concise and transparent …

In this work, we develop a formulation for the approximate-analytical solution of fractional
partial differential equations (PDEs) by using conformable fractional derivative. Firstly, we …

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 …

This study addresses a novel identification of Adomian Decomposition Method (ADM) to
have an accurate and quick solution for the European option pricing problem by using Black …