Direct Solution of the Black-Scholes PDE Models with Non-Integer Order
Journal of physics(2022)
摘要
Abstract This paper presents a direct solution of Black-Scholes PDE models with non-integer order via the non-integer iterative method. The Black-Scholes PDE models of non-integer order became popular and accepted globally by option traders for the valuation of financial derivatives over the period of time and the study of its numerical approaches has a wide range of applications in the real world.. The performance of the method has been confirmed and measured.
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关键词
black-scholes,non-integer
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