The pioneering work in finance by Black, Scholes and Merton during the 1970s led to the
emergence of the Black-Scholes (BS) equation, which offers a concise and transparent …

Dengue is a vector-borne disease which is spreading rapidly around the world. It is one of
the fastly growing public health problems in Nepal. Since 2004, dengue cases have been …

Abstract The time fractional Black–Scholes equation (TFBSE) is designed to evaluate price
fluctuations within a correlated fractal transmission system. This model prices American or …

The objective of this work is to implement two efficient techniques, namely, the Laplace
Adomian decomposition method (LADM) and the modified generalized Mittag–Leffler …

We propose and analyze a fully-discrete finite element method to a variable-order time-
fractional Black–Scholes model, which provides adequate descriptions for the option pricing …

In this work, we study the numerical solution for time fractional Black-Scholes model under
jump-diffusion involving a Caputo differential operator. For simplicity of the analysis, the …

The main purpose of this work is to present a new numerical method based on Hahn hybrid
functions (HHFs) for solving of Black–Scholes option pricing distributed order time‐fractional …

In recent years, there has been a surge of interest in fractional calculus, primarily due to its
enhanced capability in accurately modeling complex systems compared to classical …

The primary focus of this study is to introduce some kinds of piecewise fractional derivatives
(PFDs). These derivatives are defined using fractional derivatives in both the Atangana …

This paper is concerned with a computational approach based on the Jacobi wavelets for
linear and nonlinear time-fractional diffusion equations of distributed order. We derive the …