Mohamad Jani SaadChin Hua ChiaSuffian MisranSarani ZakariaMohd Saiful SajabMohammad Hariz Abdul Rahman
This paper introduces the Fractional Projected Differential Transform Method \n(FPDTM) for the solution of the Time-fractional Barrier Option Black-Scholes Pricing Model \n(TFBOBSPM). The method seeks the solution using sufficient initial (transformed boundary \nconditions), without any discretization or restrictive assumptions. The efficiency and precision \nof the proposed methods are tested using illustrative examples. Thus, the FPDTM is suggested \nfor strongly nonlinear differential models with financial applications
Samah DaffallaHilmi MukhtarMaizatul Shima Shaharun
D. M. ChoudhariNeetu ShorgaArti DubeyDipak Sharma
Ying ZhangXiaolan SongShutao HuangBai-yang GengChi‐Hsien ChangI-Yen Sung
Lingeswarran MuniandyFarook AdamAbdul Rahman MohamedEng‐Poh Ng