Pages that link to "Item:Q1659943"
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The following pages link to Numerically pricing double barrier options in a time-fractional Black-Scholes model (Q1659943):
Displaying 8 items.
- A novel numerical scheme for time-fractional Black-Scholes PDE governing European options in mathematical finance (Q6141522) (← links)
- A high‐order and fast scheme with variable time steps for the time‐fractional Black‐Scholes equation (Q6142000) (← links)
- Approximate price of the option under discretization by applying quadratic interpolation and Legendre polynomials (Q6156280) (← links)
- Short memory fractional differential equations for new memristor and neural network design (Q6168847) (← links)
- Generalized finite integration method with Volterra operator for pricing multi-asset barrier option (Q6539909) (← links)
- Localized kernel-based meshless method for pricing financial options underlying fractal transmission system (Q6551473) (← links)
- A fast compact difference scheme with unequal time-steps for the tempered time-fractional Black–Scholes model (Q6625119) (← links)
- A novel fast tempered algorithm with high-accuracy scheme for 2D tempered fractional reaction-advection-subdiffusion equation (Q6663437) (← links)
