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Journal Article
ANALYSIS OF FRACTIONAL DIFFUSION MODELS IN FINANCE
Parthiban V
,
Manivannan A
Published in Pushpa Publishing House
2017
DOI:
10.17654/MS102030453
Volume: 102
Issue: 3
Pages: 453 - 462
Abstract
This paper is concerned with the Adomian’s decomposition method to obtain the analytical solutions of fractional diffusion models. This method is generally used in finance for option pricing problems. Both time and space fractional Black-Scholes equations are considered. © 2017 Pushpa Publishing House, Allahabad, India.
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Journal Details
Authors (2)
About the journal
Journal
Far East Journal of Mathematical Sciences (FJMS)
Publisher
Pushpa Publishing House
ISSN
0972-0871
Open Access
No
Authors (2)
Parthiban V
Mathematics
School of Advanced Sciences
Chennai Campus
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Manivannan A
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School of Advanced Sciences
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