Pages that link to "Item:Q939363"
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The following pages link to Stock exchange fractional dynamics defined as fractional exponential growth driven by (usual) Gaussian white noise. Application to fractional Black-Scholes equations (Q939363):
Displaying 3 items.
- A fast compact difference scheme with unequal time-steps for the tempered time-fractional Black–Scholes model (Q6625119) (← links)
- Group classification for one type of space-time fractional quasilinear parabolic equation (Q6642013) (← links)
- A high-order numerical scheme and its analysis for Caputo temporal-fractional Black-Scholes model: European double barrier knock-out option (Q6660865) (← links)
