Gholam Hussain Erjaee
Department of Mathematics, College of Science, Shiraz University, 74811-71466 Shiraz, Iran
[ 1 ] - Existence of Mild Solutions to a Cauchy Problem Presented by Fractional Evolution Equation with an Integral Initial Condition
In this article, we apply two new fixed point theorems to investigate the existence of mild solutions for a nonlocal fractional Cauchy problem with an integral initial condition in Banach spaces.
[ 2 ] - Numerical Solutions for Fractional Black-Scholes Option Pricing Equation
In this article we have applied a numerical finite difference method to solve the Black-Scholes European and American option pricing both presented by fractional differential equations in time and asset.
Co-Authors