The homotopy perturbation method for the Black–Scholes equation
By Vildan Gülkaç. 2010
55 citations recorded by the source corpus.
Subfields: Finance, Modeling and Simulation, Numerical Analysis
View Paper: https://www.semanticscholar.org/paper/46185b442e0e2dcc41dbbeaa872ff0a875ac0867
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Finance
In Modeling and Simulation
- Mehmet Yavuz
- Jagdev Singh
- Devendra Kumar
- Sunil Kumar
- Asma Ali Elbeleze
- Bachok M. Taib
- Adem Kılıçman
- Dumitru Băleanu
In Numerical Analysis
- Mehmet Yavuz
- Jagdev Singh
- Sunil Kumar
- Devendra Kumar
- Asma Ali Elbeleze
- Bachok M. Taib
- Adem Kılıçman
- Dumitru Băleanu
Citations in the corpus
- Novel solution methods for initial boundary value problems of fractional order with conformable differentiation (2017, background): “On the other hand, several researchers [5-17] have applied the homotopy perturbation/analysis methods (HPM/HAM) and Adomian decomposition method (ADM) to solve different kinds of fractional ordinary differential equations (ODEs), fractional partial differential equations (ODEs), integral equations (”
- Homotopy Perturbation Method for Fractional Black-Scholes European Option Pricing Equations Using Sumudu Transform (2013, methodology): “For example many researchers studied the existence of solutions of the Black-Scholes model using many methods, see [10–14].”
- Numerical computation of fractional Black–Scholes equation arising in financial market (2014, methodology): “We consider the fractional BlackeScholes equation as [12]”