Research Article

Novel Approaches for Getting the Solution of the Fractional Black–Scholes Equation Described by Mittag-Leffler Fractional Derivative

Table 2

Option values when .

,

0.15410.010.32400.32421.1467
0.46770.030.84550.84561.5381
0.24010.050.57450.57471.1762
0.16970.020.49240.49251.1457