Pages that link to "Item:Q2007174"
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The following pages link to Analytically pricing double barrier options based on a time-fractional Black-Scholes equation (Q2007174):
Displaying 12 items.
- Parameter estimation for time-fractional Black-Scholes equation with S\&P 500 index option (Q6145561) (← links)
- On the convergence scheme in the CRR model (Q6169081) (← links)
- Design and analysis of a high order computational technique for time‐fractional Black–Scholes model describing option pricing (Q6181832) (← links)
- Two high-order compact difference schemes with temporal graded meshes for time-fractional Black-Scholes equation (Q6186162) (← links)
- Design and analysis of efficient computational techniques for solving a temporal-fractional partial differential equation with the weakly singular solution (Q6543190) (← links)
- Localized kernel-based meshless method for pricing financial options underlying fractal transmission system (Q6551473) (← links)
- A robust numerical simulation of a fractional Black-Scholes equation for pricing American options (Q6598052) (← links)
- A boundary value problem with impulsive effects and Riemann-Liouville tempered fractional derivatives (Q6616953) (← links)
- A fast compact difference scheme with unequal time-steps for the tempered time-fractional Black–Scholes model (Q6625119) (← links)
- Numerical solution of a new generalized American option under \(\psi\)-Caputo time-fractional derivative Heston model (Q6633355) (← links)
- A hybrid Chelyshkov wavelet-finite differences method for time-fractional Black-Scholes equation (Q6647939) (← links)
- A high-order numerical scheme and its analysis for Caputo temporal-fractional Black-Scholes model: European double barrier knock-out option (Q6660865) (← links)
