مشخصات پژوهش

عنوان	Approximate Solution fractional Black-Scholes equation with Caputo-Fabrizio derivative
نوع پژوهش	مقاله ارائه شده
کلیدواژه‌ها	Fractional Black-Scholes equation- Caputo-Fabrizio derivative- Laplace transformation- Homotopy perturbation method.
چکیده	In this paper the fractional Black-Scholes equation with Caputo-Fabrizio derivative for a European option problem will be considered. For obtaining a solution of this equation the Combined Laplace Transform- homotopy perturbation method is used. Finally, some examples are presented to illustrate the ability and efficiency of this numerical method.
پژوهشگران	زینب ذکریانژاد (نفر سوم)، افشین بابائی (نفر دوم)، حسین جعفری (نفر اول)