On comparative analysis for the black-scholes model in the generalized fractional derivatives sense via Jafari transform

On comparative analysis for the black-scholes model in the generalized fractional derivatives sense via Jafari transform

The Black-Scholes model is well known for determining the behavior of capital asset pricing models in the finance sector. The present article deals with the Black-Scholes model via the Caputo fractional derivative and Atangana-Baleanu fractional derivative operator in the Caputo sense, respectively....

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Main Authors: Rashid, Saima, Sultana, Sobia, Ashraf, Rehana, Kaabar, Mohammed K. A.
Format: Article
Published: Hindawi Ltd 2021
Subjects:
QA Mathematics
Online Access:http://eprints.um.edu.my/35275/
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Institution: Universiti Malaya
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spelling my.um.eprints.352752022-10-18T03:06:20Z http://eprints.um.edu.my/35275/ On comparative analysis for the black-scholes model in the generalized fractional derivatives sense via Jafari transform Rashid, Saima Sultana, Sobia Ashraf, Rehana Kaabar, Mohammed K. A. QA Mathematics The Black-Scholes model is well known for determining the behavior of capital asset pricing models in the finance sector. The present article deals with the Black-Scholes model via the Caputo fractional derivative and Atangana-Baleanu fractional derivative operator in the Caputo sense, respectively. The Jafari transform is merged with the Adomian decomposition method and new iterative transform method. It is worth mentioning that the Jafari transform is the unification of several existing transforms. Besides that, the convergence and uniqueness results are carried out for the aforesaid model. In mathematical terms, the variety of equations and their solutions have been discovered and identified with various novel features of the projected model. To provide additional context for these ideas, numerous sorts of illustrations and tabulations are presented. The precision and efficacy of the proposed technique suggest its applicability for a variety of nonlinear evolutionary problems. Hindawi Ltd 2021-12 Article PeerReviewed Rashid, Saima and Sultana, Sobia and Ashraf, Rehana and Kaabar, Mohammed K. A. (2021) On comparative analysis for the black-scholes model in the generalized fractional derivatives sense via Jafari transform. Journal of Function Spaces, 2021. ISSN 2314-8896, DOI https://doi.org/10.1155/2021/7767848 <https://doi.org/10.1155/2021/7767848>. 10.1155/2021/7767848
institution Universiti Malaya
building UM Library
collection Institutional Repository
continent Asia
country Malaysia
content_provider Universiti Malaya
content_source UM Research Repository
url_provider http://eprints.um.edu.my/
topic QA Mathematics
spellingShingle QA Mathematics
Rashid, Saima
Sultana, Sobia
Ashraf, Rehana
Kaabar, Mohammed K. A.
On comparative analysis for the black-scholes model in the generalized fractional derivatives sense via Jafari transform
description The Black-Scholes model is well known for determining the behavior of capital asset pricing models in the finance sector. The present article deals with the Black-Scholes model via the Caputo fractional derivative and Atangana-Baleanu fractional derivative operator in the Caputo sense, respectively. The Jafari transform is merged with the Adomian decomposition method and new iterative transform method. It is worth mentioning that the Jafari transform is the unification of several existing transforms. Besides that, the convergence and uniqueness results are carried out for the aforesaid model. In mathematical terms, the variety of equations and their solutions have been discovered and identified with various novel features of the projected model. To provide additional context for these ideas, numerous sorts of illustrations and tabulations are presented. The precision and efficacy of the proposed technique suggest its applicability for a variety of nonlinear evolutionary problems.
format Article
author Rashid, Saima
Sultana, Sobia
Ashraf, Rehana
Kaabar, Mohammed K. A.
author_facet Rashid, Saima
Sultana, Sobia
Ashraf, Rehana
Kaabar, Mohammed K. A.
author_sort Rashid, Saima
title On comparative analysis for the black-scholes model in the generalized fractional derivatives sense via Jafari transform
title_short On comparative analysis for the black-scholes model in the generalized fractional derivatives sense via Jafari transform
title_full On comparative analysis for the black-scholes model in the generalized fractional derivatives sense via Jafari transform
title_fullStr On comparative analysis for the black-scholes model in the generalized fractional derivatives sense via Jafari transform
title_full_unstemmed On comparative analysis for the black-scholes model in the generalized fractional derivatives sense via Jafari transform
title_sort on comparative analysis for the black-scholes model in the generalized fractional derivatives sense via jafari transform
publisher Hindawi Ltd
publishDate 2021
url http://eprints.um.edu.my/35275/
_version_ 1748181069662781440

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