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Open Access

TIME-FRACTIONAL DYNAMICS MODEL BLACK–SCHOLES: IMPLICATIONS FOR OPTION PRICING STABILITY

MURUGESAN SIVASHANKAR

https://orcid.org/0009-0003-6612-8138

Department of Mathematics, College of Engineering and Technology, SRM Institute of Science and Technology, Kattankulthur 603203, Tamil Nadu, India

E-mail Address: sm4590@srmist.edu.in

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MOHAMMAD ALNEGGA

https://orcid.org/0000-0001-9961-3074

Department of Mathematics, College of Science, Qassim University, Buraydah, 51452, Saudi Arabia

E-mail Address: mnkaaa@qu.edu.sa

Corresponding author.

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SRIRAMULU SABARINATHAN

https://orcid.org/0000-0003-3757-8810

Department of Mathematics, College of Engineering and Technology, SRM Institute of Science and Technology, Kattankulthur 603203, Tamil Nadu, India

E-mail Address: ssabarimaths@gmail.com

Corresponding author.

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, and

RAFIK GUEFAIFIA

https://orcid.org/0000-0003-2274-9453

Department of Mathematics, College of Science, Qassim University, Buraydah, 51452, Saudi Arabia

E-mail Address: r.guefaifia@qu.edu.sa

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https://doi.org/10.1142/S0218348X25400845Cited by:0 (Source: Crossref)

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History

Received 26 June 2024

Accepted 18 September 2024

Published: March 21, 2025

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© The Author(s)

This is an Open Access article in the “Special Issue on Application of Fractional Calculus: Mathematical Modeling and Control”, edited by Salah Boulaaras (Qassim University, Saudi Arabia), Viet-Thanh Pham (Industrial University of Ho Chi Minh City, Vietnam) & Rashid Jan (Institute of Energy Infrastructure (IEI) Universiti Tenaga Nasional, Malaysia), published by World Scientific Publishing Company. It is distributed under the terms of the Creative Commons Attribution 4.0 (CC BY) License, which permits use, distribution and reproduction in any medium, provided the original work is properly cited.

Keywords