A variational quantum algorithm for numerically solving partial differential equations (PDEs)
on a quantum computer was proposed by Lubasch et al.[Phys. Rev. A 101, 010301 …

In this paper, Laplace homotopy perturbation method, which is combined form of the
Laplace transform and the homotopy perturbation method, is employed to obtain a quick and …

In this paper, we present fractional differential transform method (FDTM) and modified
fractional differential transform method (MFDTM) for the solution of time fractional Black …

The aim of present paper is to present a numerical algorithm for time-fractional Black–
Scholes equation with boundary condition for a European option problem by using …

This work deals with the put option pricing problems based on the time‐fractional Black‐
Scholes equation, where the fractional derivative is a so‐called modified Riemann‐Liouville …

The objective of the current study is analyze linear and nonlinear time–space fractional
Black–Scholes models via modified homotopy perturbation method (m-HPM). In current …

This study addresses a novel identification of Adomian Decomposition Method (ADM) to
have an accurate and quick solution for the European option pricing problem by using Black …

In this study, we use a new approach, known as the Aboodh residual power series method
(ARPSM), in order to obtain the analytical results of the Black–Scholes differential equations …

The homotopy perturbation method, Sumudu transform, and He's polynomials are combined
to obtain the solution of fractional Black‐Scholes equation. The fractional derivative is …

Reasonable pricing of options in the financial derivatives market is crucial. For American
options, or when volatility and interest rate are not constant, it is often difficult to obtain …