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 …

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 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 paper, we consider certain time-fractional cancer tumor models where the killing rates
are space as well as time-dependent. Applying the Lie symmetry analysis, we obtain 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 …

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 the present work, we investigate the numerical solution of time-fractional telegraph
equation by a local meshless method. The fractional-order derivative is defined in the …

In this manuscript, we present a radial basis function based local collocation method for
solving time fractional diffusion-wave equation. The advantage of the local collocation …

A new operator splitting method is proposed for American options under time-fractional
Black–Scholes models. The fractional linear complementarity problem is split into two easy …

The purpose of this paper is to investigate a high order numerical method for solving time-
fractional Black-Scholes equation in which the fractional operator is defined by the Caputo …