Numerical method for fractal-fractional finance system with Hattaf mixed fractal-fractional derivative
Abstract
In this article, we investigate a new financial model with interest rate, investment demand and price index. The proposed model is developed by fractal-fractional differential equations (FFDEs) including Hattaf mixed fractal-fractional (HMFF) derivative. Firstly, we prove that our fractional model is mathematically and financially well-posed by means of fixed point theory. Additionally, a numerical scheme is implemented to generate system trajectories. Finally, numerical simulations are presented, providing a detailed discussion of how variations in the fractal and fractional parameters influence the system's behavior.
Copyright © 2026 Khadija Toufiq, Khalid Hattaf, Khalid Adnaoui. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
Cite this article
K. Toufiq, K. Hattaf, K. Adnaoui, Numerical method for fractal-fractional finance system with Hattaf mixed fractal-fractional derivative, Adv. Fixed Point Theory 16 (2026), 32. https://doi.org/10.28919/afpt/10094
BibTeX
@article{Toufiq2026,
author = {Toufiq, Khadija and Hattaf, Khalid and Adnaoui, Khalid},
title = {Numerical method for fractal-fractional finance system with Hattaf mixed fractal-fractional derivative},
journal = {Adv. Fixed Point Theory},
volume = {16},
year = {2026},
pages = {32},
doi = {10.28919/afpt/10094}
}