Litcius/Paper detail

Solving Black–Scholes equations using fractional generalized homotopy analysis method

S R Saratha, G. Sai Sundara Krishnan, M. Bagyalakshmi, Chee Peng Lim

2020Computational and Applied Mathematics25 citationsDOIOpen Access PDF

Topics & Concepts

Homotopy analysis methodMathematicsConvergent seriesApplied mathematicsConvergence (economics)Series (stratigraphy)HomotopyHomotopy perturbation methodSequence (biology)Mathematical optimizationExact solutions in general relativityMathematical analysisPower seriesEconomicsEconomic growthBiologyPure mathematicsGeneticsPaleontologyFractional Differential Equations SolutionsFinancial Risk and Volatility ModelingStochastic processes and financial applications