چکیده مقاله
In the present paper, solution of nonlinear fractional Black–Scholes equation is deduced with the help of the powerful homotopy perturbation method HPM To illustrate the method an example has been prepared The method for this equation has been lead to an exact solution The reliability, simplicity and cost effectiveness of the method are confirmed by the results of applying the method on the different forms of these kinds of functional equations
کلیدواژهها
نویسندگان
Behrouz Fathi Vajargah
Department of Mathematics, University of Guilan, Rasht, P O Box: ۱۹۱۴, Iran
Maryam Ghazizadeh
Department of Mathematics, University of Guilan, Rasht, P O Box: ۱۹۱۴, Iran
شیوه ارجاع
Fathi Vajargah, Behrouz and Ghazizadeh, Maryam,1394,Solution of fractional Black–Scholes equation by using homotopy perturbation method,1st National Conference on Soft Computing,Rasht
ارائهشده در
مجموعه مقالات نخستین کنفرانس ملی محاسبات نرم27 آبان 1394 · رشت