Nonlinear Black–Scholes equations have been increasingly attracting interest over the last
two decades, since they provide more accurate values by taking into account more realistic …

In this paper, a proposed computational method referred to as Projected Differential
Transformation Method (PDTM) resulting from the modification of the classical Differential …

This work presents a theoretical analysis for the Black–Scholes equation. Given a terminal
condition, the analytical solution of the Black–Scholes equation is obtained by using the …

In this work we improve the algorithm of Han and Wu [SIAM J. Numer. Anal. 41 (2003), 2081–
2095] for American Options with respect to stability, accuracy and order of computational …

In the history of option pricing, Black-Scholes model is one of the most significant models. In
this article, the main concern is the numerical solution of the Black-Scholes model (aka …

This paper presents the decomposition method for solution of the fractional Black-Scholes
equation with boundary condition for a European option pricing problem. Undoubtedly this …

In this paper, the BLACK-SCHOLES EQUATION is solved by using the Adomian's
decomposition method, modified Adomian's decomposition method, variational iteration …

Black-Scholes equation as one of the most celebrated mathematical models has an explicit
analytical solution known as the Black-Scholes formula. Later variations of the equation …

The problem of generalizing the power option‐pricing model to incorporate more empirical
features becomes an urgent and necessary event. A new power option pricing method is …

In this article, a new time-fractional-order Black–Scholes equation has been derived. In this
derivation, the asset price satisfies in a fractional-order stochastic differential equation. Here …