Pages that link to "Item:Q2007215"

The following pages link to Numerical solution of the time fractional Black-Scholes model governing European options (Q2007215):

Displaying 50 items.

• An efficient compact difference method for temporal fractional subdiffusion equations (Q781120) (← links)
• Space-time kernel based numerical method for generalized Black-Scholes equation (Q827488) (← links)
• The analytical solution for the Black-Scholes equation with two assets in the Liouville-Caputo fractional derivative sense (Q1634384) (← links)
• Reproducing kernel particle method for two-dimensional time-space fractional diffusion equations in irregular domains (Q1634548) (← links)
• Numerically pricing double barrier options in a time-fractional Black-Scholes model (Q1659943) (← links)
• Numerical solution of time-fractional Black-Scholes equation (Q1699377) (← links)
• Analytical shape functions and derivatives approximation formulas in local radial point interpolation methods with applications to financial option pricing problems (Q2004440) (← links)
• Analytically pricing double barrier options based on a time-fractional Black-Scholes equation (Q2007174) (← links)
• Finite difference/Fourier spectral for a time fractional Black-Scholes model with option pricing (Q2007317) (← links)
• Fast numerical simulation of a new time-space fractional option pricing model governing European call option (Q2007514) (← links)
• Numerical pricing based on fractional Black-Scholes equation with time-dependent parameters under the CEV model: double barrier options (Q2019607) (← links)
• A space-time spectral method for time-fractional Black-Scholes equation (Q2029115) (← links)
• A compact finite difference scheme for fractional Black-Scholes option pricing model (Q2029151) (← links)
• The impact of the Chebyshev collocation method on solutions of the time-fractional Black-Scholes (Q2041179) (← links)
• Efficient operator splitting and spectral methods for the time-space fractional Black-Scholes equation (Q2043837) (← links)
• An efficient matrix approach for the numerical solutions of electromagnetic wave model based on fractional partial derivative (Q2048414) (← 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)
• On the solution of two-dimensional fractional Black-Scholes equation for European put option (Q2058204) (← links)
• Probability-conservative simulation for \textit{Lévy} financial model by a mixed finite element method (Q2074132) (← links)
• A second order numerical method for the time-fractional Black-Scholes European option pricing model (Q2088801) (← links)
• Stability of a time fractional advection-diffusion system (Q2098748) (← links)
• Fast solution method and simulation for the 2D time-space fractional Black-Scholes equation governing European two-asset option pricing (Q2098796) (← links)
• Optimal algebra and power series solution of fractional Black-Scholes pricing model (Q2099967) (← links)
• A spectral collocation method based on fractional Pell functions for solving time-fractional Black-Scholes option pricing model (Q2111299) (← links)
• A robust numerical scheme for a time-fractional Black-Scholes partial differential equation describing stock exchange dynamics (Q2131687) (← 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)
• Pricing European double barrier option with moving barriers under a fractional Black-Scholes model (Q2167823) (← links)
• Fourth order compact scheme for space fractional advection-diffusion reaction equations with variable coefficients (Q2186918) (← links)
• Multistep schemes for one and two dimensional electromagnetic wave models based on fractional derivative approximation (Q2186932) (← links)
• A weighted finite difference method for subdiffusive Black-Scholes model (Q2194785) (← links)
• A meshless local collocation method for time fractional diffusion wave equation (Q2203241) (← links)
• A new operator splitting method for American options under fractional Black-Scholes models (Q2203918) (← links)
• Efficient numerical algorithms for Riesz-space fractional partial differential equations based on finite difference/operational matrix (Q2227742) (← links)
• The numerical solution of fractional Black-Scholes-Schrödinger equation using the RBFs method (Q2246515) (← links)
• The global analysis on the spectral collocation method for time fractional Schrödinger equation (Q2284309) (← 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)
• 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)
• Numerical simulation of a finite moment log stable model for a European call option (Q2407863) (← links)
• Computational technique for simulating variable-order fractional Heston model with application in US stock market (Q2418460) (← links)
• Numerical methods for backward Markov chain driven Black-Scholes option pricing (Q2430818) (← links)
• A computational weighted finite difference method for American and barrier options in subdiffusive Black-Scholes model (Q2656030) (← links)
• Computational approach based on wavelets for financial mathematical model governed by distributed order fractional differential equation (Q2666263) (← links)
• High-order compact finite difference schemes for the time-fractional Black-Scholes model governing European options (Q2677413) (← links)
• Introducing and solving generalized Black-Scholes PDEs through the use of functional calculus (Q2677627) (← links)
• Finite difference methods of the spatial fractional Black–Schloes equation for a European call option (Q4557276) (← links)