Options Pricing for Two Stocks by Black – Sholes Time Fractional Order Non – Linear Partial Differential Equation

Abstract

The BS equations with fractional order two asset price model give the 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 is utilized. The analytical solution is demonstrated in form of convergent infinite series and obtained by the properties of Samdu Transform.