Pages that link to "Item:Q1793314"

The following pages link to Numerical methods for pricing American options with time-fractional PDE models (Q1793314):

Displaying 19 items.

• A predictor-corrector approach for pricing American options under the finite moment log-stable model (Q493985) (← links)
• Fast Laplace transform methods for free-boundary problems of fractional diffusion equations (Q1703050) (← links)
• Hybrid Laplace transform and finite difference methods for pricing American options under complex models (Q1704172) (← links)
• Algorithms of finite difference for pricing American options under fractional diffusion models (Q1718197) (← links)
• Numerical contour integral methods for free-boundary partial differential equations arising in American volatility options pricing (Q1726996) (← links)
• Numerical pricing based on fractional Black-Scholes equation with time-dependent parameters under the CEV model: double barrier options (Q2019607) (← links)
• A compact quadratic spline collocation method for the time-fractional Black-Scholes model (Q2053222) (← links)
• An efficient numerical method for the valuation of American multi-asset options (Q2204166) (← links)
• Laplace transform methods for a free boundary problem of time-fractional partial differential equation system (Q2403902) (← links)
• Numerical solution of systems of partial integral differential equations with application to pricing options (Q4623366) (← links)
• A compact difference scheme for time-fractional Black-Scholes equation with time-dependent parameters under the CEV model: American options (Q5025469) (← links)
• (Q5085891) (← links)
• (Q5088812) (← links)
• (Q5257012) (← links)
• A NUMERICAL METHOD TO COMPUTE THE VOLATILITY OF THE FRACTIONAL BROWNIAN MOTION IMPLIED BY AMERICAN OPTIONS (Q5403254) (← links)
• Pricing Options Under Time-Fractional Model Using Adomian Decomposition (Q6165078) (← links)
• Localized kernel-based meshless method for pricing financial options underlying fractal transmission system (Q6551473) (← links)
• Generalized finite integration method with Laplace transform for European option pricing under Black-Scholes and Heston models (Q6577989) (← links)
• Numerical analysis of fractional order Black-Scholes option pricing model with band equation method (Q6581976) (← links)