<> "The repository administrator has not yet configured an RDF license."^^ . <> . . . "Coupled transform method for time-space fractional\r\nBlack-Scholes option pricing model"^^ . "This paper presents analytical solutions of a time-space-fractional Black-Scholes model\r\n(TSFBSM) using a coupled technique referred to as Fractional Complex Transform (FCT) with the\r\naid of a modified differential transform method. The nature of the derivatives is in the sense of\r\nJumarie. The considered cases and applications show more consistency of the TSFBSM with an\r\nactual integer and fractional data when compared with the classical Black-Scholes model. The\r\nmethod is noted to be very effective, even with little knowledge of fractional calculus. Extension\r\nof this to multi-factor models formulated in terms of stochastic dynamics is highly recommended.\r\n� 2020 The Authors. Published by Elsevier B.V. on behalf of Faculty of Engineering, Alexandria"^^ . "2020" . . "59" . . "Elsevier"^^ . . . "Alexandria Engineering Journal"^^ . . . . . . . . . . . . . . . . . "R. M."^^ . "Jena"^^ . "R. M. Jena"^^ . . "D."^^ . "Baleanu"^^ . "D. Baleanu"^^ . . "S."^^ . "Chakraverty"^^ . "S. Chakraverty"^^ . . "S.O."^^ . "Edeki"^^ . "S.O. Edeki"^^ . . . . . . "Coupled transform method for time-space fractional\r\nBlack-Scholes option pricing model (PDF)"^^ . . . "1-s2.0-S1110016820304087-main.pdf"^^ . . "HTML Summary of #15914 \n\nCoupled transform method for time-space fractional \nBlack-Scholes option pricing model\n\n" . "text/html" . . . "QA Mathematics"@en . . . . . . . . . . . . . . . "R. M."^^ . "Jena"^^ . "R. M. Jena"^^ . ""^^ . . "D."^^ . "Baleanu"^^ . "D. Baleanu"^^ . ""^^ . . "S."^^ . "Chakraverty"^^ . "S. Chakraverty"^^ . ""^^ . . "S.O."^^ . "Edeki"^^ . "S.O. Edeki"^^ . ""^^ .