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ANALYSIS OF FRACTIONAL DIFFUSION MODELS IN FINANCE
Published in Pushpa Publishing House
2017
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.
About the journal
JournalFar East Journal of Mathematical Sciences (FJMS)
PublisherPushpa Publishing House
ISSN0972-0871
Open AccessNo