Options Pricing for Two Stocks by Black Sholes Time Fractional Order NonLinear Partial Differential Equation
arXiv:2010.13411 · doi:10.1109/iCoMET48670.2020.9073866
Abstract
The BS equations with fractional order two asset price models give a better prediction of options pricing in the monetary market. In this paper, the changed form of BS-condition with two asset price models dependent on the Liovelle-Caputo derivative for good predictions of options prices are utilized. The analytical solution is demonstrated in form of convergent infinite series and obtained by the properties of Samudu Transform.