Search Results - Ampun, Sivaporn

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  1. 1
    The Approximate Analytic Solution of the Time-Fractional Black-Scholes Equation with a European Option Based on the Katugampola Fractional Derivative

    The Approximate Analytic Solution of the Time-Fractional Black-Scholes Equation with a European Option Based on the Katugampola Fractional Derivative by Ampun, Sivaporn, Sawangtong, Panumart

    Published in Mathematics (Basel)
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  2. 2
    An Analysis of the Fractional-Order Option Pricing Problem for Two Assets by the Generalized Laplace Variational Iteration Approach

    An Analysis of the Fractional-Order Option Pricing Problem for Two Assets by the Generalized Laplace Variational Iteration Approach by Ampun, Sivaporn, Sawangtong, Panumart, Sawangtong, Wannika

    Published in Fractal and fractional
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