Time-fractional classical Black-Scholes option pricing model via He-separation of variable transformation method for exact solutions

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dc.creatorEdeki, S.O., Akinlabi, G. O., Egara, F. O., Nzeadibe, A. C.
dc.date2020
dc.date.accessioned2025-04-04T20:30:54Z
dc.descriptionThis paper considers the exact solutions of the time-fractional classical Black- Scholes option pricing model through the application of a method known as He-Separation of Variable Transformation Method (HSVTM). The HSVTM combines the basic properties of the He’s polynomials, the Homo-separation variable, the modified DTM, which increases the efficiency and effectiveness of the proposed method. The proposed method is direct and straight forward. Hence, it is recommended for obtaining solutions to financial models resulting from either Ito or Stratonovich Stochastic Differential Equations (SDEs).
dc.formatapplication/pdf
dc.identifierhttp://eprints.covenantuniversity.edu.ng/15917/
dc.identifier.urihttps://repository.covenantuniversity.edu.ng/handle/123456789/45862
dc.languageen
dc.subjectQA Mathematics
dc.titleTime-fractional classical Black-Scholes option pricing model via He-separation of variable transformation method for exact solutions
dc.typeConference or Workshop Item

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