No abstract

In this paper, we propose a new technique well adapted to the solution of nonlinear fractional differential equations. This technique combines the Elzaki transorm and the Some Blaise-Abbo (SBA) method. It allows to find the exact solution or an acceptable approximate solution of the equation.

This paper is devoted to the study of the general equation of the Ivancevic option pricing model (IOPM) or Schrodinger’s equation and to determine its analytical solution via the methods of numerical analysis ADM and SBA. The Ivancevic option pricing model is an adaptive wave model that is a nonlinear wave alternative to the standard Black-Scholes option pricing model, it is also a model that links quantum mechanics and financial mathematics.