2 papers
q-fin.CP2026
Numerical Simulations for Time-Fractional Black-Scholes Equations
Neetu Garg, A. S. V. Ravi Kanth
This paper implements an efficient numerical algorithm for the time-fractional Black-Scholes model governing European options. The proposed method comprises the Crank-Nicolson appr…
math.NA2026
On a Class of Multi-Dimensional Non-linear Time-Fractional Fokker-Planck Equations Capturing Brownian Motion
Neetu Garg, Varsha R
The time-fractional Fokker-Planck equation is a key model for characterizing anomalous diffusion, stochastic transport, and non-equilibrium statistical mechanics with applications…