A Semianalytical Solution of the Fractional Derivative Model and Its Application in Financial Market

Table 1

Numerical comparison for option 10000188.

Date	12/02/2015	12/03/2015	12/04/2015	12/07/2015	12/08/2015	12/09/2015	12/10/2015	12/11/2015	12/14/2015	12/15/2015
( )
()
Paper result ()
Paper result ()
Black-Scholes model	0.5385	0.5399	0.6001	0.6079	0.6317	0.6288	0.6429	0.6541	0.5834	0.6165
Actual value	0.5536	0.5507	0.6136	0.6182	0.6592	0.6422	0.6575	0.6509	0.5842	0.6179