Advanced semi-analytical techniques for the q-fractional Ivancevic option pricing model
This study investigates the q-fractional Ivancevic option pricing model using two advanced semi-analytical methods: the q-Laplace Residual Power Series Method (q-LRPSM) and the q-Homotopy Analysis Method (q-HAM). The q-LRPSM is introduced and adapted for the first time to solve q-fractional partial...
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| Main Authors: | Khalid K. Ali, Mohamed S. Mohamed, M. Maneea |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Elsevier
2025-10-01
|
| Series: | Ain Shams Engineering Journal |
| Subjects: | |
| Online Access: | http://www.sciencedirect.com/science/article/pii/S2090447925003867 |
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