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The Black Scholes model is a well-known and useful mathematical model in nancial markets. In this paper, the two-dimensional Black Scholes equation with European call option is studied. The explicit solution of this problem is carried out in the form of a Mellin–Ross function by using Laplace transform homotopy perturbation method. The solution example demonstrates that the proposed scheme is effective.

Laplace Transform Homotopy Perturbation Method for the Two Dimensional Black Scholes Model with European Call Option