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Abstract
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This paper presents the decomposition method for solution of the fractional Black-Scholes equa-
tion with boundary condition for a European option pricing problem. Undoubtedly this model is the most
well known model for pricing financial derivatives. This method finds the analytical solution without any dis-
cretization or additive assumption. The numerical method has been applied in the form of convergent power
series with easily computable components, to solve the fractional Black-Scholes equations.
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