Comparing with the linear Black–Scholes model, fractional option pricing models are constructed by taking account some more parameters like, for example, transaction cost, so that it becomes difficult to find exact analytical solution. In this paper, we analyze a nonlinear Black and Scholes solution using novel numerical method, based on mixture of efficient techniques. particular, combine (1) ...

In this work, the fractional KdV–Burgers–Kuramoto equation is studied. He's variational iteration method (VIM) and Adomian's decomposition method (ADM) are applied to obtain its solution. Comparison with HAM is made to highlight the significant features of the employed methods and their capability of handling completely integrable equations.

the purpose of this study is to implement a new modification of the variational iteration method (h-s-vim), which is a combination of spectral method and variational iteration method for heat transfer problems with high nonlinearity order. the merit of this method is that it does not require the solution of any linear or nonlinear system of equations unlike spectral method. furthermore the prop...