Pages that link to "Item:Q2301410"

The following pages link to A high accuracy numerical method and its convergence for time-fractional Black-Scholes equation governing European options (Q2301410):

Displaying 4 items.

• A fast compact difference scheme with unequal time-steps for the tempered time-fractional Black–Scholes model (Q6625119) (← 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)
• Novel numerical methods based on graded, adaptive and uniform meshes for a time-fractional advection-diffusion equation subjected to weakly singular solution (Q6664381) (← links)