论文标题
选项定价两个股票按黑色镜头时间分数订单非线性偏微分方程
Options Pricing for Two Stocks by Black Sholes Time Fractional Order NonLinear Partial Differential Equation
论文作者
论文摘要
带有分数订单的BS方程两个资产价格模型可以更好地预测货币市场的期权定价。在本文中，使用了两个资产价格模型的BS条件的变化形式，取决于Liovelle-Caputo衍生产品，以良好的期权价格预测。分析溶液以融合无限序列的形式证明，并通过萨穆杜变换的特性获得。
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.
