Pages that link to "Item:Q2015204"

The following pages link to Solution of the fractional Black-Scholes option pricing model by finite difference method (Q2015204):

Displaying 50 items.

• Solving Black-Scholes equations using fractional generalized homotopy analysis method (Q827357) (← links)
• The analytical solution for the Black-Scholes equation with two assets in the Liouville-Caputo fractional derivative sense (Q1634384) (← links)
• Restricted fractional differential transform for solving irrational order fractional differential equations (Q1676820) (← links)
• A space-time fractional derivative model for European option pricing with transaction costs in fractal market (Q1681657) (← links)
• An optimization method based on the generalized polynomials for nonlinear variable-order time fractional diffusion-wave equation (Q1696777) (← links)
• Numerical solution of time-fractional Black-Scholes equation (Q1699377) (← links)
• Construction of interval Shannon wavelet and its application in solving nonlinear Black-Scholes equation (Q1718635) (← links)
• The stability of solutions for a fractional predator-prey system (Q1722121) (← links)
• Faber-Schauder wavelet sparse grid approach for option pricing with transactions cost (Q1722240) (← links)
• A semianalytical solution of the fractional derivative model and its application in financial market (Q1791055) (← links)
• A universal difference method for time-space fractional Black-Scholes equation (Q1796725) (← links)
• Numerical approximation of a time-fractional Black-Scholes equation (Q1999677) (← links)
• Analytically pricing double barrier options based on a time-fractional Black-Scholes equation (Q2007174) (← links)
• Numerical solution of the time fractional Black-Scholes model governing European options (Q2007215) (← 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)
• A compact finite difference scheme for fractional Black-Scholes option pricing model (Q2029151) (← links)
• Efficient operator splitting and spectral methods for the time-space fractional Black-Scholes equation (Q2043837) (← links)
• Numerical solution using radial basis functions for multidimensional fractional partial differential equations of type Black-Scholes (Q2052275) (← links)
• CDS pricing with fractional Hawkes processes (Q2060433) (← 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)
• Two linearized finite difference schemes for time fractional nonlinear diffusion-wave equations with fourth order derivative (Q2133358) (← links)
• An adaptive moving mesh method for a time-fractional Black-Scholes equation (Q2142034) (← links)
• A difference method with parallel nature for solving time-space fractional Black-Scholes model (Q2162297) (← links)
• Approximate-analytical solution to the information measure's based quanto option pricing model (Q2171444) (← links)
• Novel approaches for getting the solution of the fractional Black-Scholes equation described by Mittag-Leffler fractional derivative (Q2195502) (← 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)
• Applications of Hilfer-Prabhakar operator to option pricing financial model (Q2209191) (← links)
• Black-Scholes option pricing equations described by the Caputo generalized fractional derivative (Q2213046) (← links)
• The numerical solution of fractional Black-Scholes-Schrödinger equation using the RBFs method (Q2246515) (← 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)
• Numerical analysis of time fractional Black-Scholes European option pricing model arising in financial market (Q2326366) (← 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)
• 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)
• A different approach to the European option pricing model with new fractional operator (Q4615565) (← links)
• (Q4970492) (← links)
• Fractional Black-Scholes model with regularized Prabhakar derivative (Q4985615) (← links)
• (Q5014971) (← links)
• A compact difference scheme for time-fractional Black-Scholes equation with time-dependent parameters under the CEV model: American options (Q5025469) (← 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)