In this paper, we present the solution of Black-Scholes fractional partial differential equation with two assets in the Caputo fractional derivative sense by the Aboodh decomposition method. This method is a mixture between new transform called Aboodh transform and the Adomian decomposition method.
Digital Object Identifier (DOI)
"Solution of Black-Scholes Fractional Partial Differential Equation with two Assets by Aboodh Decomposition Method,"
Progress in Fractional Differentiation & Applications: Vol. 6
, Article 4.
Available at: https://dc.naturalspublishing.com/pfda/vol6/iss4/4