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weighted finite difference method for subdiffusive
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Maryam Mahdavi Parsa is a Ph.D. student at de-
ics with Applications. 2020;80(5);653-670.
partment of mathematical sciences, Malayer univer-
https://doi.org/10.1016/j.camwa.2020.04.029
sity. His research interests include: bio-mathematics,
30. Golbabai A, Nikan O, Nikazad T. Numerical
fractional differential equations and approximation
analysis of time-fractional Black-Scholes Euro-
methods.
pean option pricing model arising in financial
https://orcid.org/0009-0008-4706-0031
market, Computational and Applied Mathemat-
ics. 2019;38(4):1-24. Khosro Sayevand is a full professor in applied
https://doi.org/10.1007/s40314-019-0957-7 mathematics at department of mathematical sciences,
31. Kemppainen J. Existence and uniqueness of the Malayer university. His research interests include:
solution for a time-fractional diffusion equa- fractional calculus, modelling, perturbation theory and
tion,Fractional Calculus and Applied Analysis. linear programming.
2011;14(3):411-417. https://orcid.org/0000-0002-5397-1623
https://doi.org/10.2478/s13540-011-0025-5
Hossein Jafari is a full professor in applied
32. Chen W, Xu X, Zhu, SP. Analytically pricing
mathematics. His research interests include: Bio-
double barrier options based on a time-fractional
mathematics, fractional differential equations, Lie
Black-Scholes equation, Computers and Mathe-
Symmetry and approximation methods.
matics with Applications. 2015;69(12):1407-1419.
https://doi.org/10.1016/j.camwa.2015.03.025 https://orcid.org/0000-0001-6807-6675
33. Masti I, Sayevand K. On collocation-Galerkin Iman Masti is a graduated Ph.D. student at depart-
method and fractional B-spline functions for a ment of mathematical sciences, Malayer university.
class of stochastic fractional integro-differential His research interests include: bio-mathematics, frac-
equations, Mathematics and Computers in Sim- tional differential equations and approximation meth-
ulation. 2024;216:263-287. ods.
https://doi.org/10.1016/j.matcom.2023.09.013 https://orcid.org/0009-0007-4454-5095
243