REVIEW PERSAMAAN BLACK-SCHOLES FRAKSIONAL DIMODIFIKASI
Review The Modified Fractional Black-Scholes Equation
DOI:
https://doi.org/10.54199/pjse.v1i2.68Kata Kunci:
dekomposisi Adomian, dekomposisi Laplace-Adomian, ekspansi deret, Kalkulus Fraksional, persamaan Black-Scholes Fraksional, perturbasi homotopi, solusi, transformasi SumuduAbstrak
Paper ini akan dibahas solusi dari persamaan Black-Scholes fraksional yang merupakan bentuk umum dari persamaan Black-Scholes dan kebaruan penelitian tentang persamaan Black-Scholes yang dimodifikasi. Adapun metode-metode untuk mencari solusi dari persamaan Black Scholes Fraksional sudah banyak ditulis dalam banyak jurnal internasional. Solusi persamaan Black Scholes fraksional dalam hal ini ditinjau dengan pendekatan Kalkulus Fraksional. Dengan pendekatan Kalkulus Fraksional proses penyelesaian dalam mencari solusi persamaan Black Scholes Fraksional menjadi lebih efisien. Beberapa Metode yang digunakan untuk mencari solusi Persamaan Black Scholes Fraksional diantaranya adalah metode transformasi Sumudu, metode ekspansi deret, metode perturbasi Homotopi, metode dekomposisi Adomian, dan metode dekomposisi Laplace Adomian.
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