Aruna K

Department of Mathematics

School of Advanced Sciences

Vellore Campus

Ravi Kanth A.S.V.

Vellore Institute of Technology (VIT) is a private university located in&nbsp;Tamil Nadu, India. Founded in 1984, as Vellore Engineering College, the institution offers 20 undergraduate, 34 postgraduate, four integrated and four research programs. It has campuses in Vellore, Amravati, Bhopal and Chennai.

VIT is one of the top ranked private universities in India according to NIRF, THE and QS Rankings.&nbsp;Govt. of India has recognized&nbsp;VIT, Vellore as an&nbsp;Institution of Eminence. This has allowed VIT to take independent quality initiatives and move up in world ranking.

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VIT University

National Academy Science Letters

AbstractIn this paper, we present fractional differential transform method (FDTM) and modified fractional differential transform method (MFDTM) for the solution of time fractional Black-Scholes European option pricing equation. The method finds the solution without any discretization, transformation, or restrictive assumptions with the use of appropriate initial or boundary conditions. The efficiency and exactitude of the proposed methods are tested by means of three examples.

Fulltext

Nonlinear Engineering

Solution of time fractional Black-Scholes European option pricing equation arising in financial market

Two-Dimensional Differential Transform Method and Modified Differential Transform Method for Solving Nonlinear Fractional Klein–Gordon Equation

Chaos, Solitons & Fractals

Two-dimensional differential transform method for solving linear and non-linear Schrödinger equations

Computer Physics Communications

Differential transform method for solving the linear and nonlinear Klein–Gordon equation

2001 European Control Conference (ECC)

Isoclinal matrices and numerical solution of fractional differential equations

Discrete fractional solutions of the radial equation of the fractional Schrödinger equation

Nonlinear Analysis: Real World Applications

Fractional Schrödinger equations with potential and optimal controls

Approximate Solutions of Non-linear Fractional Schrodinger Equation Via Differential Transform Method and Modified Differential Transform Method

Journal	Data powered by TypesetNational Academy Science Letters
Publisher	Data powered by TypesetSpringer Science and Business Media LLC
ISSN	0250-541X
Open Access	0