The following pages link to (Q4438488):
Displaying 44 items.
- A weighted finite difference method for subdiffusive Black-Scholes model (Q2194785) (← links)
- A new operator splitting method for American options under fractional Black-Scholes models (Q2203918) (← links)
- Finite difference/finite element method for a novel 2D multi-term time-fractional mixed sub-diffusion and diffusion-wave equation on convex domains (Q2207307) (← links)
- Examples of analytical solutions by means of Mittag-Leffler function of fractional Black-Scholes option pricing equation (Q2260533) (← links)
- Numerical method to initial-boundary value problems for fractional partial differential equations with time-space variable coefficients (Q2290732) (← links)
- The numerical simulation of the tempered fractional Black-Scholes equation for European double barrier option (Q2290998) (← links)
- A high accuracy numerical method and its convergence for time-fractional Black-Scholes equation governing European options (Q2301410) (← links)
- Stability and convergence based on the finite difference method for the nonlinear fractional cable equation on non-uniform staggered grids (Q2301442) (← links)
- Generalised class of time fractional black Scholes equation and numerical analysis (Q2319595) (← links)
- Numerical analysis of time fractional Black-Scholes European option pricing model arising in financial market (Q2326366) (← links)
- Selection of shape parameter in radial basis functions for solution of time-fractional Black-Scholes models (Q2335579) (← links)
- Almost sure and moment stability properties of fractional order Black-Scholes model (Q2347308) (← links)
- Analysis of the equilibrium positions of nonlinear dynamical systems in the presence of coarse-graining disturbance in space (Q2380856) (← links)
- Fractional partial differential equations and modified Riemann-Liouville derivative new methods for solution (Q2454963) (← links)
- Fractional Green function for linear time-fractional inhomogeneous partial differential equations in fluid mechanics (Q2454973) (← links)
- Lagrangian mechanics of fractional order, Hamilton-Jacobi fractional PDE and Taylor's series of nondifferentiable functions (Q2466563) (← links)
- Modified Riemann-Liouville derivative and fractional Taylor series of nondifferentiable. functions. Further results (Q2475907) (← links)
- On a reaction diffusion equation with nonlinear time-nonlocal source term (Q2786692) (← links)
- Analytically pricing European-style options under the modified Black-Scholes equation with a spatial-fractional derivative (Q3190718) (← links)
- Fractional Black-Scholes model with regularized Prabhakar derivative (Q4985615) (← links)
- A block-centred finite difference method for the distributed-order differential equation with Neumann boundary condition (Q5031776) (← links)
- (Q5074741) (← links)
- Solution of time-space fractional Black-Scholes European option pricing problem through fractional reduced differential transform method (Q5078137) (← links)
- Numerical investigation of the time-fractional Black-Scholes equation with barrier choice of regulating European option (Q5080093) (← links)
- (Q5095447) (← links)
- On the numerical solution of time fractional Black-Scholes equation (Q5097808) (← links)
- SPECTRALLY ACCURATE OPTION PRICING UNDER THE TIME-FRACTIONAL BLACK–SCHOLES MODEL (Q5158755) (← links)
- On implied volatility recovery of a time-fractional Black-Scholes equation for double barrier options (Q5164907) (← links)
- COMPACT FINITE DIFFERENCE SCHEMES OF THE TIME FRACTIONAL BLACK-SCHOLES MODEL (Q5858046) (← links)
- Fast numerical scheme for the time-fractional option pricing model with asset-price-dependent variable order (Q6064931) (← links)
- Computational algorithm for financial mathematical model based on European option (Q6066837) (← links)
- A hybrid radial basis functions collocation technique to numerically solve fractional advection–diffusion models (Q6088394) (← links)
- A non-stationary iterative Tikhonov regularization method for simultaneous inversion in a time-fractional diffusion equation (Q6099481) (← links)
- (Q6119113) (← links)
- 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)
- Parameter estimation for time-fractional Black-Scholes equation with S\&P 500 index option (Q6145561) (← links)
- A fast and high-order IMEX method for non-linear time-space-fractional reaction-diffusion equations (Q6145572) (← links)
- Error and stability estimates of a time-fractional option pricing model under fully spatial-temporal graded meshes (Q6157966) (← links)
- Localized kernel-based meshless method for pricing financial options underlying fractal transmission system (Q6551473) (← links)
- Lie symmetry, exact solutions and conservation laws of time fractional Black-Scholes equation derived by the fractional Brownian motion (Q6557966) (← links)
- Numerical analysis of fractional order Black-Scholes option pricing model with band equation method (Q6581976) (← links)
- A fast compact difference scheme with unequal time-steps for the tempered time-fractional Black–Scholes model (Q6625119) (← links)
- On invariant analysis and conservation law for fractional differential equations with mixed fractional derivative: time-fractional Fokas-Lenells equation (Q6664565) (← links)
