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Author Country (or Countries)

Turkey

Abstract

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)

http://dx.doi.org/10.18576/pfda/060404

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