Pages that link to "Item:Q544200"
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The following pages link to A robust and accurate finite difference method for a generalized Black-Scholes equation (Q544200):
Displaying 14 items.
- Fractional Black-Scholes model with regularized Prabhakar derivative (Q4985615) (← links)
- A compact difference scheme for time-fractional Black-Scholes equation with time-dependent parameters under the CEV model: American options (Q5025469) (← links)
- An efficient numerical method for pricing a Russian option with a finite time horizon (Q5033385) (← links)
- Alternating Direction Implicit Finite Element Method for Multi-Dimensional Black-Scholes Models (Q5156663) (← links)
- Analytical solutions of a time-fractional nonlinear transaction-cost model for stock option valuation in an illiquid market setting driven by a relaxed Black–Scholes assumption (Q5193440) (← links)
- FINITE DIFFERENCE METHOD FOR THE TWO-DIMENSIONAL BLACK-SCHOLES EQUATION WITH A HYBRID BOUNDARY CONDITION (Q5213111) (← links)
- A robust nonuniform B-spline collocation method for solving the generalized Black-Scholes equation (Q5398455) (← links)
- European option pricing models described by fractional operators with classical and generalized<scp>Mittag‐Leffler</scp>kernels (Q6086473) (← links)
- (Q6119093) (← links)
- A stable time-dependent mesh method for generalized credit rating migration problem (Q6140496) (← links)
- (Q6151408) (← links)
- Richardson extrapolation technique for generalized Black-Scholes PDEs for European options (Q6172880) (← links)
- Pricing a resettable convertible bond based on decomposition method and PDE models (Q6197603) (← links)
- Physics-informed convolutional transformer for predicting volatility surface (Q6546314) (← links)
