Pages that link to "Item:Q1699377"

The following pages link to Numerical solution of time-fractional Black-Scholes equation (Q1699377):

Displaying 46 items.

• Modeling of financial processes with a space-time fractional diffusion equation of varying order (Q501519) (← links)
• Space-time kernel based numerical method for generalized Black-Scholes equation (Q827488) (← links)
• A comparison of numerical solutions of fractional diffusion models in finance (Q1036770) (← links)
• Black-Scholes equation with distributed order in time (Q1982753) (← links)
• Numerical approximation of a time-fractional Black-Scholes equation (Q1999677) (← links)
• A space-time spectral method for time-fractional Black-Scholes equation (Q2029115) (← links)
• Efficient operator splitting and spectral methods for the time-space fractional Black-Scholes equation (Q2043837) (← links)
• Recovery of the time-dependent implied volatility of time fractional Black-Scholes equation using linearization technique (Q2048231) (← links)
• Numerical solution using radial basis functions for multidimensional fractional partial differential equations of type Black-Scholes (Q2052275) (← links)
• A compact quadratic spline collocation method for the time-fractional Black-Scholes model (Q2053222) (← links)
• A novel numerical scheme for a time fractional Black-Scholes equation (Q2053261) (← links)
• A second order numerical method for the time-fractional Black-Scholes European option pricing model (Q2088801) (← links)
• Modeling and approximated procedure life insurance bond by the stochastic mortality and short interest rate (Q2114508) (← links)
• A robust numerical scheme for a time-fractional Black-Scholes partial differential equation describing stock exchange dynamics (Q2131687) (← links)
• Touchard wavelet technique for solving time-fractional Black-Scholes model (Q2140784) (← links)
• An adaptive moving mesh method for a time-fractional Black-Scholes equation (Q2142034) (← links)
• Application of two-dimensional Fibonacci wavelets in fractional partial differential equations arising in the financial market (Q2149338) (← links)
• A difference method with parallel nature for solving time-space fractional Black-Scholes model (Q2162297) (← links)
• A new operator splitting method for American options under fractional Black-Scholes models (Q2203918) (← links)
• Applications of Hilfer-Prabhakar operator to option pricing financial model (Q2209191) (← links)
• The numerical solution of fractional Black-Scholes-Schrödinger equation using the RBFs method (Q2246515) (← links)
• Series representation of the pricing formula for the European option driven by space-time fractional diffusion (Q2318158) (← links)
• Numerical analysis of time fractional Black-Scholes European option pricing model arising in financial market (Q2326366) (← links)
• Computational technique for simulating variable-order fractional Heston model with application in US stock market (Q2418460) (← links)
• A computational weighted finite difference method for American and barrier options in subdiffusive Black-Scholes model (Q2656030) (← links)
• Group formalism of Lie transformations, conservation laws, exact and numerical solutions of non-linear time-fractional Black-Scholes equation (Q2667135) (← links)
• Weighted Time-Semidiscretization Quasilinearization Method for Solving Rihards’ Equation (Q3297697) (← links)
• (Q4438488) (← links)
• Existence and uniqueness of analytical solution of time‐fractional Black‐Scholes type equation involving hyper‐Bessel operator (Q5011154) (← links)
• (Q5074741) (← 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)
• Numerical solutions of Black-Scholes integro-differential equations with convergence analysis (Q5229826) (← links)
• A 2nd-Order FDM for a 2D Fractional Black-Scholes Equation (Q5274927) (← links)
• COMPACT FINITE DIFFERENCE SCHEMES OF THE TIME FRACTIONAL BLACK-SCHOLES MODEL (Q5858046) (← links)
• (Q5884063) (← links)
• A reduced-order model based on cubic B-spline basis function and SSP Runge-Kutta procedure to investigate option pricing under jump-diffusion models (Q6044013) (← links)
• Fast numerical scheme for the time-fractional option pricing model with asset-price-dependent variable order (Q6064931) (← links)
• European option pricing models described by fractional operators with classical and generalized<scp>Mittag‐Leffler</scp>kernels (Q6086473) (← links)
• A hybrid radial basis functions collocation technique to numerically solve fractional advection–diffusion models (Q6088394) (← links)
• (Q6119113) (← links)
• Hahn hybrid functions for solving distributed order fractional Black–Scholes European option pricing problem arising in financial market (Q6140685) (← links)
• Approximate price of the option under discretization by applying quadratic interpolation and Legendre polynomials (Q6156280) (← links)
• Localized kernel-based meshless method for pricing financial options underlying fractal transmission system (Q6551473) (← links)
• A fast compact difference scheme with unequal time-steps for the tempered time-fractional Black–Scholes model (Q6625119) (← links)